Title :
A direct approach to identify the noise covariances of Kalman filtering
Author_Institution :
Bell Laboratories, Holmdel, NJ, USA
fDate :
8/1/1980 12:00:00 AM
Abstract :
A new approach is presented for the estimation of the noise covariances associated with the linear discrete Kalman filter.
Keywords :
Correlation methods; Kalman filtering; Linear systems, stochastic discrete-time; Filtering; Kalman filters;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1980.1102411
