Brief paper: Initial-value system for linear smoothing problems by covariance information

Authors:
Seiichi Nakamori;Masanori Sugisaka
Affiliations:
Department of Electrical Engineering, Oita University, 700 Banti Dannoharu Oita-ken, Japan;Department of Electrical Engineering, Oita University, 700 Banti Dannoharu Oita-ken, Japan
Venue:
Automatica (Journal of IFAC)
Year:
1977

Citing 3
Cited 6

An Initial-Value Theory for Fredholm Integral Equations With Semidegenerate Kernels

Journal of the ACM (JACM)
A new initial-value method for on-line filtering and estimation (Corresp.)

IEEE Transactions on Information Theory
A view of three decades of linear filtering theory

IEEE Transactions on Information Theory

Design of RLS Wiener FIR filter using covariance information in linear discrete-time stochastic systems

Digital Signal Processing
Brief paper: New prediction algorithms by covariance information based on innovation theory

Automatica (Journal of IFAC)
Technical communique: New design of linear least-squares fixed-interval smoother using covariance information

Automatica (Journal of IFAC)
Brief papers: Relation between filter using covariance information and Kalman filter

Automatica (Journal of IFAC)
Technical communique: New design of linear discrete-time predictor using covariance information

Automatica (Journal of IFAC)
Estimations of signal and parameters using covariance information in linear continuous systems

Mathematical and Computer Modelling: An International Journal

Quantified Score

Hi-index	22.15

Visualization

Abstract

A Cauchy system suitable for real-time calculation of the solution of integral equations with semi-degenerate kernels of the linear least squares smoothing problems for nonstationary signal process is developed using invariant imbedding theory. Digital simulation results indicate that the algorithms presented are leasible.