Paper Info
Title
On The Uniqueness Of The Estimate Of Innovations Model
Abstract
In this paper, a sufficient condition for identifying the Kalman gain and the covariance matrix of the innovations process is derived. Under the condition, the innovations model can uniquely be estimated in a generic sense by solving a semi-definite programming problem proposed in [8]. A numerical simulation illustrates the consistency of the proposed estimate.
Year
Venue
Field
2019
2019 12TH ASIAN CONTROL CONFERENCE (ASCC)
Applied mathematics,Uniqueness,Computer simulation,Computer science,Kalman filter,Covariance matrix
DocType
ISSN
Citations 
Conference
2072-5639
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Kenji Ikeda100.34
Hideyuki Tanaka2258.77