Process Noise Covariance Design in Kalman Filtering via Bounds Optimization

Manuel Salvoldi, Daniel Choukroun. Process Noise Covariance Design in Kalman Filtering via Bounds Optimization. IEEE Trans. Automat. Contr., 64(2):834-840, 2019. [doi]

@article{SalvoldiC19,
  title = {Process Noise Covariance Design in Kalman Filtering via Bounds Optimization},
  author = {Manuel Salvoldi and Daniel Choukroun},
  year = {2019},
  doi = {10.1109/TAC.2018.2838440},
  url = {https://doi.org/10.1109/TAC.2018.2838440},
  researchr = {https://researchr.org/publication/SalvoldiC19},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {64},
  number = {2},
  pages = {834-840},
}