DocumentCode
845874
Title
Comments on "On sequential estimation of state noise variance"
Author
Xue-Shan Yang
Author_Institution
University of Science and Technology of China, Hefei, Anhui, Peoples republic of China
Volume
29
Issue
8
fYear
1984
fDate
8/1/1984 12:00:00 AM
Firstpage
764
Lastpage
765
Abstract
It is shown that the algorithm given by J. F. Leathrum in the paper for estimating state noise variance can be considerably simplified.
Keywords
Eigenvalues and eigenfunctions; Equations; Kalman filters; Open loop systems; Polynomials; Random variables; Stability; State estimation; State feedback; State-space methods;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1984.1103636
Filename
1103636
Link To Document