Noise covariances estimation for Kalman filter tuning

Probability, random variables and stochastic processes

J.G. Proakis · IEEE Transactions on Acoustics Speech and Signal Processing · 1985 · 4.6K citations

Random Variables, Engineering, Discrete Probability +6

On the identification of variances and adaptive Kalman filtering

R.К. Mehra · IEEE Transactions on Automatic Control · 1970 · 1.4K citations

Particular Kalman Filter, Engineering, Measurement +17

Approaches to adaptive filtering

R.К. Mehra · IEEE Transactions on Automatic Control · 1972 · 918 citations

State Estimation, Adaptive Filter, Engineering +10

A new autocovariance least-squares method for estimating noise covariances

B.J. Odelson, Murali R. Rajamani, James B. Rawlings · Automatica · 2005 · 374 citations

Noise Covariances, Statistical Signal Processing, Parameter Estimation +5

Estimation of noise covariance matrices for a linear time-varying stochastic process

Pierre Bélanger · Automatica · 1974 · 219 citations

State Estimation, Engineering, Stochastic Processes +9