Estimations of signal and parameters usi
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Seiichi Nakamori
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Article
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1992
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Elsevier Science
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English
โ 850 KB
The estimation problem of a signal is considered for the white Gaussian observation noise in linear continuous systems. At first, the recursive fixed-point smoother and filter are designed using the covariance information. The observation equation is given by y(t) = z(t) + v(t), z(t) = H(t)z(t), whe