Sequential Mini-Batch Noise Covariance Estimator

Noise covariance estimation in an adaptive Kalman filter is a problem of significant practical interest in a wide array of industrial applications. Reliable algorithms for their estimation are scarce, and the necessary and sufficient conditions for identifiability of the covariances were in dispute...

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Bibliographic Details

Main Authors:	Kim, Hee-Seung, Zhang, Lingyi, Bienkowski, Adam, Pattipati, Krishna R., Sidoti, David, Bar-Shalom, Yaakov, Kleinman, David L.
Format:	Book Chapter
Language:	English
Published:	IntechOpen 2022
Subjects:	Physical Sciences, Engineering and Technology
Online Access:	https://www.intechopen.com/chapters/85190
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