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On sequential estimation of state noise variances

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1 Author(s)
Leathrum, J. ; Clemson University, Clemson, SC, USA

A sequential estimator for state noise variances is proposed. This formulation is proposed as a possible means of overcoming stability problems which have been observed in the Myers and Tapley [1] algorithm.

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Automatic Control, IEEE Transactions on  (Volume:26 ,  Issue: 3 )