Methods for estimating state and measurement noise covariance matrices: Aspects and comparison

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 15, Issue PART 1, 2009, Pages 372-377

  Duník, Jindšich ^a   Šimandl, Miroslav ^a   Straka, Ondšej ^a  

^a UNIVERSITY OF WEST BOHEMIA   (Czech Republic)

Author keywords

Covariance estimation; Estimation theory; Kalman filtering; State estimation

Indexed keywords

BAYESIAN NETWORKS; COVARIANCE MATRIX; EQUATIONS OF STATE; ESTIMATION; NUMERICAL METHODS; STOCHASTIC SYSTEMS;

COVARIANCE ESTIMATION; DISCRETE TIME; ESTIMATION THEORY; KALMAN-FILTERING; MEASUREMENT EQUATIONS; MEASUREMENT NOISE COVARIANCE MATRIX; NOISE COVARIANCE MATRIX; NOVEL METHODS; STATE EQUATIONS; STOCHASTIC DYNAMIC SYSTEMS;

STATE ESTIMATION;

EID: 80051642466     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20090706-3-fr-2004.00061     Document Type: Conference Paper

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