Reduced-Order Estimation Technique Using Covariance Data of Observed Value in Linear Discrete-Time Systems

Digital Signal Processing: A Review Journal

Volumn 7, Issue 1, 1997, Pages 55-62

  Nakamori, Seiichi ^a  

^a KAGOSHIMA UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DISCRETE TIME CONTROL SYSTEMS; ESTIMATION; INFORMATION THEORY; MATRIX ALGEBRA; OPTIMIZATION; VECTORS; WHITE NOISE;

AUTOREGRESSIVE PROCESS; LINEAR DISCRETE TIME SYSTEMS; REDUCED ORDER ESTIMATION TECHNIQUE;

SIGNAL FILTERING AND PREDICTION;

EID: 0030672443     PISSN: 10512004     EISSN: None     Source Type: Journal    
DOI: 10.1006/dspr.1997.0275     Document Type: Article

References (7)

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3. Nakamori, S. A new prediction algorithm using covariance information in linear continuous systems. Automatica 27 No. 6 (1991), 1055-1058.
4. Nakamori, S. Recursive estimation technique of signal from output measurement data in linear discrete-time systems. IEICE Trans. Fund. A 78 (1995), 600-607.
5. Haykin, S. Adaptive Filter Theory. Prentice-Hall, Englewood Cliffs, NJ, 1986.
6. Sage, A. P., and Melsa, J. L. Estimation Theory with Applications to Communications and Control. McGraw-Hill, New York, 1971.
7. Akaike, H. Stochastic theory of minimal realization. IEEE Trans. Automat. Contr. 19 No. 6 (1974), 667-674.