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Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems

✍ Scribed by Seiichi Nakamori


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
851 KB
Volume
33
Category
Article
ISSN
0165-1684

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πŸ“œ SIMILAR VOLUMES


Estimations of signal and parameters usi
✍ Seiichi Nakamori πŸ“‚ Article πŸ“… 1992 πŸ› Elsevier Science 🌐 English βš– 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

Reduced-Order Estimation Technique Using
✍ Seiichi Nakamori πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 182 KB

This paper proposes reduced-order estimation technique by the recursive least-squares filter and fixed-point smoother in linear discrete-time systems, given output measurement data. The estimators require the information of the system matrix, the observation vector of the signal generating model and