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On the Identification of Noise Covariances and Adaptive Kalman Filtering: A New Look at a 50 Year-Old Problem
The Kalman filter requires knowledge of the noise statistics; however, the noise covariances are generally unknown. Although this problem has a long history, reliable algorithms for their estimation are scant, and necessary and sufficient conditions for identifiability of the covariances are in disp...
| Autores principales: | , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8638515/ https://www.ncbi.nlm.nih.gov/pubmed/34868797 http://dx.doi.org/10.1109/access.2020.2982407 |