A comparison of iteratively reweighted least squares and Kalman Filter with EM in measurement error covariance estimation

Yanbo Yang, Tim Brown, Bill Moran, Xuezhi Wang, Quan Pan, Yuemei Qin. A comparison of iteratively reweighted least squares and Kalman Filter with EM in measurement error covariance estimation. In 19th International Conference on Information Fusion, FUSION 2016, Heidelberg, Germany, July 5-8, 2016. pages 286-291, IEEE, 2016. [doi]

Abstract

Abstract is missing.