A new autocovariance least-squares method for estimating noise covariances

By Brian J. Odelson, M. R. Rajamani, James B. Rawlings. at - Automatisierungstechnik, 2006

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Minimax Classification under Concept Drift with Multidimensional Adaptation and Performance Guarantees (2022, methodology): “Such variances can be estimated online using methods such as those proposed in Odelson et al., 2006; Akhlaghi et al., 2017.”
A Generalized Extended Kalman Filter Implementation for the Robot Operating System (2014, methodology): “Because the process noise covariance, Q, can be difficult to tune for a given application [7], ekf_localization_node exposes this matrix as a parameter to users, allowing for an additional level of customization.”
Methods for Estimating State and Measurement Noise Covariance Matrices: Aspects and Comparison (2009, methodology): “Note that the method was originally presented in [Odelson et al., 2006] and extended for mutually correlated state and measurement noises wk and vk in [Åkesson et al.”