2 papers
eess.SY2026
An Adaptive Kalman Filter that Learns the Coloring Dynamics of the Process Noise
Mohammad Almuhaihi, Dennis Bernstein
In many applications of state estimation, the process noise is colored; this case is addressed by applying the standard Kalman filter (KF) to dynamics that are augmented with the c…
eess.SP2025
Recursive Least Squares with Fading Regularization for Finite-Time Convergence without Persistent Excitation
Brian Lai, Dimitra Panagou, Dennis S. Bernstein
This paper extends recursive least squares (RLS) to include time-varying regularization. This extension provides flexibility for updating the least squares regularization term in r…