On Autocovariance Least-Squares Method for Noise Covariance Matrices Estimation

Jindrich DunĂ­k, Ondrej Straka, Miroslav Simandl. On Autocovariance Least-Squares Method for Noise Covariance Matrices Estimation. IEEE Trans. Automat. Contr., 62(2):967-972, 2017. [doi]

Abstract

Abstract is missing.