Adapt the steady-state Kalman gain using the normalized autocorrelation of innovations.

Bo Han Xinggang Lin

Published in: IEEE Signal Process. Lett. (2005)

Keyphrases

steady state
markov chain
higher order
queue length
operating conditions
explicit expressions
steady states
product form
kalman filter
queueing networks
arrival rate
state dependent
queueing model
service times
stationary distribution
fluid model
computationally efficient