The Optimal Kalman Type State Estimator with Multi-Step Correlated Process and Measurement Noises

Andi Fu, Yunmin Zhu, Enbin Song. The Optimal Kalman Type State Estimator with Multi-Step Correlated Process and Measurement Noises. In Shuvra S. Bhattacharyya, Xingshe Zhou, Bing Guo, Zili Shao, Xiangke Liao, editors, International Conference on Embedded Software and Systems, ICESS '08, Chengdu, Sichuan, China, July 29-31, 2008. pages 215-220, IEEE, 2008. [doi]

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