General Estimation Technique Using Covariance Information in Stationary Continuous Stochastic Systems
Summary :
General estimation technique using covariance information is proposed for white Gaussian and white Gaussian plus coloured observation noises in linear stationary stochastic systems. Namely, autocovariance data of signal and coloured noise appear in a semi-degenerate kernel, which represents functional expression of the autocovariance data, in the current technique. Then the signal is estimated by directly using autocovariance data of signal and coloured noise. On the other hand, in the previous technique, the covariance information is expressed in the form of a semi-degenerate kernel, but its elements do not include any autocovariance data.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E75-A No.6 pp.729-734
- Publication Date
- 1992/06/25
- Publicized
- Online ISSN
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- Type of Manuscript
- PAPER
- Category
- Digital Signal Processing
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Seiichi NAKAMORI, "General Estimation Technique Using Covariance Information in Stationary Continuous Stochastic Systems" in IEICE TRANSACTIONS on Fundamentals,
vol. E75-A, no. 6, pp. 729-734, June 1992, doi: .
Abstract: General estimation technique using covariance information is proposed for white Gaussian and white Gaussian plus coloured observation noises in linear stationary stochastic systems. Namely, autocovariance data of signal and coloured noise appear in a semi-degenerate kernel, which represents functional expression of the autocovariance data, in the current technique. Then the signal is estimated by directly using autocovariance data of signal and coloured noise. On the other hand, in the previous technique, the covariance information is expressed in the form of a semi-degenerate kernel, but its elements do not include any autocovariance data.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e75-a_6_729/_p
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@ARTICLE{e75-a_6_729,
author={Seiichi NAKAMORI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={General Estimation Technique Using Covariance Information in Stationary Continuous Stochastic Systems},
year={1992},
volume={E75-A},
number={6},
pages={729-734},
abstract={General estimation technique using covariance information is proposed for white Gaussian and white Gaussian plus coloured observation noises in linear stationary stochastic systems. Namely, autocovariance data of signal and coloured noise appear in a semi-degenerate kernel, which represents functional expression of the autocovariance data, in the current technique. Then the signal is estimated by directly using autocovariance data of signal and coloured noise. On the other hand, in the previous technique, the covariance information is expressed in the form of a semi-degenerate kernel, but its elements do not include any autocovariance data.},
keywords={},
doi={},
ISSN={},
month={June},}
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TY - JOUR
TI - General Estimation Technique Using Covariance Information in Stationary Continuous Stochastic Systems
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 729
EP - 734
AU - Seiichi NAKAMORI
PY - 1992
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E75-A
IS - 6
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - June 1992
AB - General estimation technique using covariance information is proposed for white Gaussian and white Gaussian plus coloured observation noises in linear stationary stochastic systems. Namely, autocovariance data of signal and coloured noise appear in a semi-degenerate kernel, which represents functional expression of the autocovariance data, in the current technique. Then the signal is estimated by directly using autocovariance data of signal and coloured noise. On the other hand, in the previous technique, the covariance information is expressed in the form of a semi-degenerate kernel, but its elements do not include any autocovariance data.
ER -
English
