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Design of quadratic estimators using covariance information in linear discrete-time stochastic systems

✍ Scribed by Seiichi Nakamori; Aurora Hermoso-Carazo; Josefa Linares-Pérez

Book ID
111040052
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
244 KB
Volume
29
Category
Article
ISSN
0143-9782

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✍ Seiichi Nakamori 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 225 KB

A discrete one-stage predictor algorithm using covariance information in linear systems is derived. The algorithm is obtained for white Gaussian observation noise. The signal is a nonstationary or stationary stochastic process. The autocovariance function of the signal is expressed using a semidegen