Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems-Reference-Cited by-同舟云学术

Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems

Published:2007-10 Issue:1 Volume:193 Page:162-174
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Nakamori Seiichi,Hermoso-Carazo Aurora,Linares-Pérez Josefa

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference7 articles.

1. Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise;Nakamori;International Journal of Systems Science,1991

2. Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism;Nakamori;Signal Processing,1998

3. Design of estimators using covariance information in discrete-time stochastic systems with nonlinear observation mechanism;Nakamori;IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences,1999

4. Design of linear fixed-lag smoother by covariance information;Nakamori;Transactions of SICE,1978

5. Recursive estimation technique of signal from output measurement data in linear discrete-time systems;Nakamori;IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences,1995

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