On the estimation of state transition matrix and noise statistics in state-space models

Mihai Enescu, Visa Koivunen

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Original languageEnglish
Title of host publicationVTC2002-Vancouver, BC, Canada 24-28 September 2002
Publication statusPublished - 2002
MoE publication typeA4 Article in a conference publication

Keywords

  • noise statistics estimation
  • state transition matrix
  • state-space model

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