Estimation of Signal Using Covariance Information Given Uncertain Observations in Continuous-Time Systems Seiichi NAKAMORI
Publication: IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences Publication Date: 1996/06/25 Vol. E79-ANo. 6 ;
pp. 736-745 Type of Manuscript: Special Section PAPER (Special Section of Papers Selected from 1995 Joint Technical Conference on Circuits/Systems, Computers and Communications (JTC-CSCC '95)) Category: Keyword: estimation of uncertain signal, detection and estimation, linear continuous-time system, the innovations process,