This paper proposes new recursive fixed-point smoother and filter using covariance information in linear continuous-time stochastic systems. To be able to treat the stochastic signal estimation problem, a performance criterion, extended from the criterion in the H
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Seiichi NAKAMORI, "Design of Linear Continuous-Time Stochastic Estimators Using Covariance Information in Krein Spaces" in IEICE TRANSACTIONS on Fundamentals,
vol. E84-A, no. 9, pp. 2261-2271, September 2001, doi: .
Abstract: This paper proposes new recursive fixed-point smoother and filter using covariance information in linear continuous-time stochastic systems. To be able to treat the stochastic signal estimation problem, a performance criterion, extended from the criterion in the H
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e84-a_9_2261/_p
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@ARTICLE{e84-a_9_2261,
author={Seiichi NAKAMORI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Design of Linear Continuous-Time Stochastic Estimators Using Covariance Information in Krein Spaces},
year={2001},
volume={E84-A},
number={9},
pages={2261-2271},
abstract={This paper proposes new recursive fixed-point smoother and filter using covariance information in linear continuous-time stochastic systems. To be able to treat the stochastic signal estimation problem, a performance criterion, extended from the criterion in the H
keywords={},
doi={},
ISSN={},
month={September},}
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TY - JOUR
TI - Design of Linear Continuous-Time Stochastic Estimators Using Covariance Information in Krein Spaces
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 2261
EP - 2271
AU - Seiichi NAKAMORI
PY - 2001
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E84-A
IS - 9
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - September 2001
AB - This paper proposes new recursive fixed-point smoother and filter using covariance information in linear continuous-time stochastic systems. To be able to treat the stochastic signal estimation problem, a performance criterion, extended from the criterion in the H
ER -