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Comments on "On the identification of variances and adaptive Kalman filtering"

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1 Author(s)
Alspach, D. ; Colorado State University, Fort Collins, CO, USA

It has been found that a modification is required in the test proposed in a paper by Mehra. The purpose of this test is to tell whether or not identification is complete. This modification is described and an example showing the need for the modification is given.

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Automatic Control, IEEE Transactions on  (Volume:17 ,  Issue: 6 )