A Generalized Autocovariance Least-Squares Method for Covariance Estimation
A generalization of the autocovariance least- squares method for estimating noise covariances is presented. The method can estimate mutually correlated system and sensor noise and can be used with both the predicting and the filtering form of the Kalman filter.
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| creator | Akesson, Bernt M. Jorgensen, John Bagterp Jorgensen, Sten Bay |
| description | A generalization of the autocovariance least- squares method for estimating noise covariances is presented. The method can estimate mutually correlated system and sensor noise and can be used with both the predicting and the filtering form of the Kalman filter. |
| doi_str_mv | 10.1109/ACC.2007.4282878 |
| format | Conference Proceeding |
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| fulltext | fulltext_linktorsrc |
| identifier | ISSN: 0743-1619 |
| ispartof | 2007 American Control Conference, 2007, p.3713-3714 |
| issn | 0743-1619 2378-5861 |
| language | eng |
| recordid | cdi_ieee_primary_4282878 |
| source | IEEE Electronic Library (IEL) Conference Proceedings |
| subjects | Chemical engineering Chemical sensors Cities and towns Covariance estimation Filtering Filters Informatics Mathematical model optimal estimation Riccati equations Sensor systems State estimation |
| title | A Generalized Autocovariance Least-Squares Method for Covariance Estimation |
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