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]

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