Ming Ge, Eric C. Kerrigan. Noise covariance identification for nonlinear systems using expectation maximization and moving horizon estimation. Automatica, 77:336-343, 2017. [doi]
@article{GeK17,
title = {Noise covariance identification for nonlinear systems using expectation maximization and moving horizon estimation},
author = {Ming Ge and Eric C. Kerrigan},
year = {2017},
doi = {10.1016/j.automatica.2016.11.011},
url = {http://dx.doi.org/10.1016/j.automatica.2016.11.011},
researchr = {https://researchr.org/publication/GeK17},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {77},
pages = {336-343},
}