Measurement noise covariance estimation in Gaussian filters: an online Bayesian solution
Abstract Gaussian filtering provides a Bayesian approach to dynamic state estimation, but requires precise statistical information about observation noise. When this information is unavailable, it is necessary to estimate the measurement noise covariance based on the observation and/or innovation se...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-05-01
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| Series: | EURASIP Journal on Advances in Signal Processing |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13634-025-01215-w |
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