The original paper is in English. Non-English content has been machine-translated and may contain typographical errors or mistranslations. ex. Some numerals are expressed as "XNUMX".
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The original paper is in English. Non-English content has been machine-translated and may contain typographical errors or mistranslations. Copyrights notice
Este artigo propõe um novo suavizador e filtro recursivo de ponto fixo usando informações de covariância em sistemas estocásticos lineares de tempo discreto. Neste artigo, para poder tratar a estimação do sinal estocástico, um critério de desempenho, estendido do critério no H
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Seiichi NAKAMORI, "Design of Linear Discrete-Time Stochastic Estimators Using Covariance Information in Krein Spaces" in IEICE TRANSACTIONS on Fundamentals,
vol. E85-A, no. 4, pp. 861-871, April 2002, doi: .
Abstract: This paper proposes new recursive fixed-point smoother and filter using covariance information in linear discrete-time stochastic systems. In this paper, to be able to treat the estimation of the stochastic signal, a performance criterion, extended from the criterion in the H
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e85-a_4_861/_p
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@ARTICLE{e85-a_4_861,
author={Seiichi NAKAMORI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Design of Linear Discrete-Time Stochastic Estimators Using Covariance Information in Krein Spaces},
year={2002},
volume={E85-A},
number={4},
pages={861-871},
abstract={This paper proposes new recursive fixed-point smoother and filter using covariance information in linear discrete-time stochastic systems. In this paper, to be able to treat the estimation of the stochastic signal, a performance criterion, extended from the criterion in the H
keywords={},
doi={},
ISSN={},
month={April},}
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TY - JOUR
TI - Design of Linear Discrete-Time Stochastic Estimators Using Covariance Information in Krein Spaces
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 861
EP - 871
AU - Seiichi NAKAMORI
PY - 2002
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E85-A
IS - 4
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - April 2002
AB - This paper proposes new recursive fixed-point smoother and filter using covariance information in linear discrete-time stochastic systems. In this paper, to be able to treat the estimation of the stochastic signal, a performance criterion, extended from the criterion in the H
ER -