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math.OC2026
Outlier-robust Autocovariance Least Square Estimation via Iteratively Reweighted Least Square
Jiahong Li, Fang Deng
The autocovariance least squares (ALS) method is a computationally efficient approach for estimating noise covariances in Kalman filters without requiring specific noise models. Ho…
math.OC2020
Distributed Noise Covariance Matrices Estimation in Sensor Networks
Jiahong Li, Nan Ma, Fang Deng
Adaptive algorithms based on in-network processing over networks are useful for online parameter estimation of historical data (e.g., noise covariance) in predictive control and ma…