Title :
Comments on "On sequential estimation of state noise variance"
Author_Institution :
University of Science and Technology of China, Hefei, Anhui, Peoples republic of China
fDate :
8/1/1984 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103636
