ROBUST ESTIMATION OF COVARIANCE MATRICES

被引：16
|
作者：
REYNOLDS, RG
机构：
[1] TRW Guidance and Navigation Systems Department, Redondo Beach
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1990年 / 35卷 / 09期
关键词：
D O I：
10.1109/9.58534
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Manipulations of data which increase the robustness and accuracy of estimators of covariance parameters using the innovations correlation approach are considered. The procedures are especially useful for improving estimates of process noise covariance parameters for slowly varying systems when measurement noise is large. © 1990 IEEE
引用
收藏
页码：1047 / 1051
页数：5
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