NASA NTRS · 19880004716
Development of a technique for estimating noise covariances using multiple observers
Abstract
Friedland's technique for estimating the unknown noise variances of a linear system using multiple observers has been extended by developing a general solution for the estimates of the variances, developing the statistics (mean and standard deviation) of these estimates, and demonstrating the solution on two examples.
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Bundick, W. Thomas. 1988-02-01. Development of a technique for estimating noise covariances using multiple observers. https://ntrs.nasa.gov/citations/19880004716
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