Keyword : innovation process


Least-Squares Linear Smoothers from Randomly Delayed Observations with Correlation in the Delay
Seiichi NAKAMORI Aurora HERMOSO-CARAZO Josefa LINARES-PEREZ 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2006/02/01
Vol. E89-A  No. 2 ; pp. 486-493
Type of Manuscript:  PAPER
Category: Digital Signal Processing
Keyword: 
least-squares estimationinnovation processfiltering and smoothingrandomly delayed observationscovariance information
 Summary | Full Text:PDF(316.6KB)

Fixed-Interval Smoothing from Uncertain Observations with White Plus Coloured Noises Using Covariance Information
Seiichi NAKAMORI Raquel CABALLERO-AGUILA Aurora HERMOSO-CARAZO Josefa LINARES-PEREZ 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2004/05/01
Vol. E87-A  No. 5 ; pp. 1209-1218
Type of Manuscript:  PAPER
Category: Digital Signal Processing
Keyword: 
fixed-interval smoothinginnovation processcovariance informationuncertain observations
 Summary | Full Text:PDF(876KB)

Estimation Algorithm from Delayed Measurements with Correlation between Signal and Noise Using Covariance Information
Seiichi NAKAMORI Raquel CABALLERO-AGUILA Aurora HERMOSO-CARAZO Josefa LINARES-PEREZ 
Publication:   IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2004/05/01
Vol. E87-A  No. 5 ; pp. 1219-1225
Type of Manuscript:  PAPER
Category: Systems and Control
Keyword: 
least-squares estimationinnovation processsignal-noise correlationrandomly delayed observationscovariance information
 Summary | Full Text:PDF(542.7KB)