Jindrich Duník, Ondrej Straka, Miroslav Simandl. On Autocovariance Least-Squares Method for Noise Covariance Matrices Estimation. IEEE Trans. Automat. Contr., 62(2):967-972, 2017. [doi]
@article{DunikSS17,
title = {On Autocovariance Least-Squares Method for Noise Covariance Matrices Estimation},
author = {Jindrich Duník and Ondrej Straka and Miroslav Simandl},
year = {2017},
doi = {10.1109/TAC.2016.2571899},
url = {http://dx.doi.org/10.1109/TAC.2016.2571899},
researchr = {https://researchr.org/publication/DunikSS17},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {62},
number = {2},
pages = {967-972},
}