Multi-Pass Sequential Mini-Batch Stochastic Gradient Descent Algorithms for Noise Covariance Estimation in Adaptive Kalman Filtering
Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the...
| Үндсэн зохиолчид: | , , , |
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| Формат: | Өгүүллэг |
| Хэл сонгох: | English |
| Хэвлэсэн: |
IEEE
2021-01-01
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| Цуврал: | IEEE Access |
| Нөхцлүүд: | |
| Онлайн хандалт: | https://ieeexplore.ieee.org/document/9475033/ |