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Start Over Author "Åkesson, Bernt" Journal 2007 american control conference
1 results on '"Åkesson, Bernt"'

1. A Generalized Autocovariance Least-Squares Method for Covariance Estimation

Author

Åkesson, Bernt Magnus, Jørgensen, John Bagterp, Poulsen, Niels Kjølstad, and Jørgensen, Sten Bay

Subjects
Estimation of covariance matrices, Autocovariance, Noise, Optimal estimation, Generalization, Statistics, Applied mathematics, Correlation method, Kalman filter, Computer Science::Databases, Mathematics
Abstract

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.

Published
2007

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