Treffer: Adaptive estimation of noise covariance matrices in real-time...

Looks at multichannel data preprocessing, presenting a study which further investigated the area of adaptative methods for estimation of noise covariance matrices Q and R, within the time-variant, fixed lag Kalman filtering framework. Previous work on multichannel data preprocessing based on Kalman filtering; Methodology of study; What simulation demonstrate about the method proposed; Application of the method to real geophysical data.