Brian J. Odelson, Murali R. Rajamani, James B. Rawlings. A new autocovariance least-squares method for estimating noise covariances. Automatica, 42(2):303-308, 2006. [doi]
@article{OdelsonRR06,
title = {A new autocovariance least-squares method for estimating noise covariances},
author = {Brian J. Odelson and Murali R. Rajamani and James B. Rawlings},
year = {2006},
doi = {10.1016/j.automatica.2005.09.006},
url = {http://dx.doi.org/10.1016/j.automatica.2005.09.006},
researchr = {https://researchr.org/publication/OdelsonRR06},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {42},
number = {2},
pages = {303-308},
}