AN EFFICIENT ALGORITHM FOR ESTIMATING NOISE COVARIANCES IN DISTRIBUTED SYSTEMS

被引：58

作者：

DEE, DP

COHN, SE

DALCHER, A

GHIL, M

机构：

[1] PONTIFICIA UNIV CATOLICA RIO DE JANEIRO,DEPT MATH,BR-20000 RIO DE JANEIRO,RJ,BRAZIL

[2] NASA,GODDARD SPACE FLIGHT CTR,SIGMA DATA SERV CORP,GLOBAL MODELING & SIMULAT BRANCH,GREENBELT,MD 20771

[3] UNIV CALIF LOS ANGELES,DEPT ATMOSPHER SCI,LOS ANGELES,CA 90024

[4] UNIV CALIF LOS ANGELES,INST GEOPHYS & PLANETARY PHYS,LOS ANGELES,CA 90024

来源：

关键词：

D O I：

10.1109/TAC.1985.1103837

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：1057 / 1065

页数：9

共 15 条

[1] ESTIMATION OF NOISE COVARIANCE MATRICES FOR A LINEAR TIME-VARYING STOCHASTIC-PROCESS
BELANGER, PR
[J]. AUTOMATICA, 1974, 10 (03) : 267 - 275
[2] Bengtsson L, 1981, DYNAMIC METEOROLOGY, V36
[3] CHIN L, 1979, CONTROL DYNAMIC SYST, V15, P278
[4] COHN SE, 1981, 5TH C NUM WEATH PRED, P36
[5] COHN SE, 1982, CI682 NEW YORK U COU
[6] DEE DP, 1983, CI683 NEW YORK U COU
[7] Ghil M, 1981, DYNAMIC METEOROLOGY, P139, DOI DOI 10.1007/978-1-4612-5970-1_5
[8] GHIL M, 1982, INTERACTION OBJECTIV, P83
[9] HASSELMANN K, 1981, J ATMOS SCI, V38, P2275, DOI 10.1175/1520-0469(1981)038<2275:TOLPFS>2.0.CO
[10] 2