Kalman Filter With Recursive Covariance Estimation - Sequentially Estimating Process Noise Covariance

Bo Feng, Mengyin Fu, Hongbin Ma, Yuanqing Xia, Bo Wang. Kalman Filter With Recursive Covariance Estimation - Sequentially Estimating Process Noise Covariance. IEEE Transactions on Industrial Electronics, 61(11):6253-6263, 2014. [doi]

Abstract

Abstract is missing.