Forgetting Factor Kalman Filter with Dependent Noise Processes

Jakub Dokoupil, Pavel Václavek. Forgetting Factor Kalman Filter with Dependent Noise Processes. In 58th IEEE Conference on Decision and Control, CDC 2019, Nice, France, December 11-13, 2019. pages 1809-1815, IEEE, 2019. [doi]

Abstract

Abstract is missing.