What is it about?
Exact model of a considered system is essential for design of any reliable system output controller or predictor. This paper focuses on statistical estimation of properties of the noises affecting the system.
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This page is a summary of: Covariance Estimation and Gaussianity Assessment for State and Measurement Noise, Journal of Guidance Control and Dynamics, January 2020, American Institute of Aeronautics and Astronautics (AIAA),
DOI: 10.2514/1.g004348.
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