Title :
On sequential estimation of state noise variances
Author :
Leathrum, James F.
Author_Institution :
Clemson University, Clemson, SC, USA
fDate :
6/1/1981 12:00:00 AM
Abstract :
A sequential estimator for state noise variances is proposed. This formulation is proposed as a possible means of overcoming stability problems which have been observed in the Myers and Tapley [1] algorithm.
Keywords :
Kalman filtering, linear systems; Sequential estimation; Books; Equations; Least squares approximation; Least squares methods; Parameter estimation; Pathology; Random sequences; Recursive estimation; State estimation; Writing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102696
