• DocumentCode
    833206
  • Title

    A direct approach to identify the noise covariances of Kalman filtering

  • Author

    Lee, Tony T.

  • Author_Institution
    Bell Laboratories, Holmdel, NJ, USA
  • Volume
    25
  • Issue
    4
  • fYear
    1980
  • fDate
    8/1/1980 12:00:00 AM
  • Firstpage
    841
  • Lastpage
    842
  • Abstract
    A new approach is presented for the estimation of the noise covariances associated with the linear discrete Kalman filter.
  • Keywords
    Correlation methods; Kalman filtering; Linear systems, stochastic discrete-time; Filtering; Kalman filters;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1980.1102411
  • Filename
    1102411
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=833206