• 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