Noise covariance matrices in state-space models: A survey and comparison of estimation methods—Part I
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F17%3A43932590" target="_blank" >RIV/49777513:23520/17:43932590 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1002/acs.2783" target="_blank" >http://dx.doi.org/10.1002/acs.2783</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1002/acs.2783" target="_blank" >10.1002/acs.2783</a>
Alternative languages
Result language
angličtina
Original language name
Noise covariance matrices in state-space models: A survey and comparison of estimation methods—Part I
Original language description
This paper deals with the estimation of the noise covariance matrices of systems described by state-space models. Stress is laid on the systematic survey and classification of both the recursive and batch processing methods proposed in the literature with a special focus on the correlation methods. Besides the correlation methods, representatives of other groups are introduced also with respect to their basic idea, estimate properties, assumptions and possible extensions, and user-defined parameters. Common and dual properties of the methods are highlighted, and a simulation comparison using exemplary MATLAB implementations of the methods is provided.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
20205 - Automation and control systems
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
International Journal of Adaptive Control and Signal Processing
ISSN
0890-6327
e-ISSN
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Volume of the periodical
31
Issue of the periodical within the volume
11
Country of publishing house
US - UNITED STATES
Number of pages
39
Pages from-to
1505-1543
UT code for WoS article
000415671000001
EID of the result in the Scopus database
2-s2.0-85019018097