Chandrasekhar-type recursive Wiener filter using covariance information in linear discrete-time wide-sense stationary stochastic systems

Author:

Nakamori Seiichi,Hermoso-Carazo A.,Jiménez-López J.D.,Linares-Pérez J.

Publisher

Elsevier BV

Subject

General Medicine

Reference9 articles.

1. Stochastic theory of minimal realization;Akaike;IEEE Trans. Automatic Control,1974

2. A new prediction algorithm using covariance information in linear continuous systems;Nakamori;Automatica,1991

3. Design of recursive wiener smoother given covariance information;Nakamori;IEICE Trans. Fundamentals of Electronics, Communications and Computer Sciences,1996

4. Recursive estimation technique of signal from output measurement data in linear discrete-time systems;Nakamori;IEICE Trans. Fundamentals of Electronics, Communications and Computer Sciences,1996

5. Estimation technique using covariance information with uncertain observations in linear discrete-time systems;Nakamori;Signal Processing,1997

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