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eess.SY2023★ 1 cited
Adaptive Noise Covariance Estimation under Colored Noise using Dynamic Expectation Maximization
Ajith Anil Meera, Pablo Lanillos
The accurate estimation of the noise covariance matrix (NCM) in a dynamic system is critical for state estimation and control, as it has a major influence in their optimality. Alth…
eess.SY2022★ 1 cited
Free Energy Principle for the Noise Smoothness Estimation of Linear Systems with Colored Noise
Ajith Anil Meera, Martijn Wisse
The free energy principle (FEP) from neuroscience provides a framework called active inference for the joint estimation and control of state space systems, subjected to colored noi…