Kalman-filter-based time-varying parameter estimation via retrospective optimization of the process noise covariance

Frantisek M. Sobolic, Dennis S. Bernstein. Kalman-filter-based time-varying parameter estimation via retrospective optimization of the process noise covariance. In 2016 American Control Conference, ACC 2016, Boston, MA, USA, July 6-8, 2016. pages 4545-4550, IEEE, 2016. [doi]

Authors

Frantisek M. Sobolic

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Dennis S. Bernstein

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