Estimation technique using covariance information with uncertain observations in linear discrete-time systems

Signal Processing

Volumn 58, Issue 3, 1997, Pages 309-317

  Nakamori, Seiichi ^a  

^a KAGOSHIMA UNIVERSITY   (Japan)

Author keywords

Covariance information; Filter; Fixed point smoother; Linear least squares estimation

Indexed keywords

DIGITAL FILTERS; ESTIMATION; LEAST SQUARES APPROXIMATIONS;

LINEAR DISCRETE-TIME SYSTEMS; RECURSIVE ESTIMATION;

SIGNAL FILTERING AND PREDICTION;

EID: 0031146865     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1684(97)00032-7     Document Type: Article

References (7)

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