Autocovariance Least Squares Estimation for Colored Noise
Lin X · Acta Geodaetica et Cartographica Sinica · 2013
Conventional autocovariance least squares(ALS)method is limited to estimate the covariance of white noise.In order to overcome the deficiency,a new method based on ALS is proposed to estimate the covariance of colored noise,and the noise estimation models are given with regard to colored state noise,or colored observation noise and both of them.Numerical simulation results show the correctness and validity of the method.