Estimation of Signal Using Covariance Information Given Uncertain Observations in Continuous-Time Systems
Summary :
This paper designs recursive least-squares fixed-point smoother and filter, which use the observed value, the probability that the signal exists, and the covariance information relevant to the signal and observation noises, on the estimation problem associated with the uncertain observations in linear continuous-time systems.
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- IEICE TRANSACTIONS on Fundamentals Vol.E79-A No.6 pp.736-745
- Publication Date
- 1996/06/25
- Publicized
- Online ISSN
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- Type of Manuscript
- Special Section PAPER (Special Section of Papers Selected from 1995 Joint Technical Conference on Circuits/Systems, Computers and Communications (JTC-CSCC '95))
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Seiichi NAKAMORI, "Estimation of Signal Using Covariance Information Given Uncertain Observations in Continuous-Time Systems" in IEICE TRANSACTIONS on Fundamentals,
vol. E79-A, no. 6, pp. 736-745, June 1996, doi: .
Abstract: This paper designs recursive least-squares fixed-point smoother and filter, which use the observed value, the probability that the signal exists, and the covariance information relevant to the signal and observation noises, on the estimation problem associated with the uncertain observations in linear continuous-time systems.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e79-a_6_736/_p
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@ARTICLE{e79-a_6_736,
author={Seiichi NAKAMORI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Estimation of Signal Using Covariance Information Given Uncertain Observations in Continuous-Time Systems},
year={1996},
volume={E79-A},
number={6},
pages={736-745},
abstract={This paper designs recursive least-squares fixed-point smoother and filter, which use the observed value, the probability that the signal exists, and the covariance information relevant to the signal and observation noises, on the estimation problem associated with the uncertain observations in linear continuous-time systems.},
keywords={},
doi={},
ISSN={},
month={June},}
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TY - JOUR
TI - Estimation of Signal Using Covariance Information Given Uncertain Observations in Continuous-Time Systems
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 736
EP - 745
AU - Seiichi NAKAMORI
PY - 1996
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E79-A
IS - 6
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - June 1996
AB - This paper designs recursive least-squares fixed-point smoother and filter, which use the observed value, the probability that the signal exists, and the covariance information relevant to the signal and observation noises, on the estimation problem associated with the uncertain observations in linear continuous-time systems.
ER -
English
