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The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares.

He KongSalah SukkariehTravis J. ArnoldTianshi ChenWei Xing Zheng
Published in: Syst. Control. Lett. (2022)
Keyphrases
  • least squares
  • distributed systems
  • random variables
  • noise level
  • bayesian networks
  • dynamic programming
  • latent variables