most citedNoise Covariances Identification by MDM: Weighting, Recursion, and Implementation

1 citations · 1 across the 1 of their papers we have counts for

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3 papers

eess.SP2025

Unobservable Systems: No Problem for Noise Identification

Oliver Kost, Jindrich Dunik, Ivo Puncochar +1

This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the desig…

eess.SP2024★ 1 cited

Noise Covariances Identification by MDM: Weighting, Recursion, and Implementation

Oliver Kost, Jindrch Dunik, Ondrej Straka

The problem of noise covariance matrix identification of stochastic linear time-varying state-space models is addressed. The measurement difference method (MDM) is generalized to t…

eess.SP2024

Uncovering Process Noise in LTV Systems via Kernel Deconvolution

Jindrich Dunik, Oliver Kost, J. Krejci +1

This paper focuses on the identification of the process noise density of a linear time-varying system described by the state-space model with the known measurement noise density. A…