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Adaptive IMM Smoothing Algorithms for Jumping Markov System With Mismatched Measurement Noise Covariance Matrix.
Hong Xu
Qin Pan
Heng Xu
Yinghui Quan
Published in:
IEEE Trans. Aerosp. Electron. Syst. (2024)
Keyphrases
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covariance matrix
measurement noise
covariance matrices
eigendecomposition
filtering algorithm
reinforcement learning
sample size
eigenvalues and eigenvectors
computational complexity
lower bound
computationally efficient
correlation matrix
geometrical interpretation