Second-Order Polynomial Estimators from Non-independent Uncertain Observations Using Covariance Information
スポンサーリンク
概要
- 論文の詳細を見る
Least-squares second-order polynomial filter and fixed-point smoother are derived in systems with uncertain observations, when the variables describing the uncertainty are non-independent. The proposed estimators do not require the knowledge of the state-space model of the signal. The available information is only the moments, up to the fourth one, of the involved processes, the probability that the signal exists in the observations and the (2,2) element of the conditional probability matrices of the sequence describing the uncertainty.
- 社団法人電子情報通信学会の論文
- 2003-05-01
著者
-
NAKAMORI Seiichi
Faculty of Education, Kagoshima University
-
CABALLERO-AGUILA Raquel
Department of Statistics, Jaen University
-
HERMOSO-CARAZO Aurora
Department of Statistics, Granada University
-
Nakamori Seiichi
Faculty Of Education Kagoshima University
-
Hermoso-carazo Aurora
Department Of Statistics Granada University
-
Hermoso-carazo Aurora
Departamento De Estad'istica E Investigaci'on Operativa Facultades De Ciencias Universidad
-
Caballero-aguila Raquel
Department Of Statistics Jaen University
-
Nakamori S
The Faculty Of Education Kagoshima University
-
INARES-PEREZ Josefa
Department of Statistics, Granada University
-
Inares-perez Josefa
Department Of Statistics Granada University
関連論文
- Recursive Estimation Algorithm Based on Covariances for Uncertainly Observed Signals Correlated with Noise
- Filtering in Generalized Signal-Dependent Noise Model Using Covariance Information
- Least-Squares Linear Smoothers from Randomly Delayed Observations with Correlation in the Delay (Digital Signal Processing)
- Fixed-Lag Smoothing Algorithm under Non-independent Uncertainty(Digital Signal Processing)
- Fixed-Point, Fixed-Interval and Fixed-Lag Smoothing Algorithms from Uncertain Observations Based on Covariances(Digital Signal Processing)
- Estimation Algorithm from Delayed Measurements with Correlation between Signal and Noise Using Covariance Information(Systems and Control)
- Fixed-Interval Smoothing from Uncertain Observations with White Plus Coloured Noises Using Covariance Information(Digital Signal Processing)
- Second-Order Polynomial Estimators from Non-independent Uncertain Observations Using Covariance Information
- Recursive Estimation Technique of Signal from Output Measurement Data in Linear Discrete-Time Systems
- Design of estimators using covariance information with uncertain observations in linear discrete-time distributed parameter systems
- Chandrasekhar-Type Recursive Wiener Filter Using Covariance Information in Linear Discrete-Time Wide-Sense Stationary Stochastic Systems
- Estimation Technique Using Covariance Data in Linear Continuous Stochastic Systems
- Optimal Filtering Algorithm Using Covariance Information In Linear Continuous Distributed Parameter Systems
- Design of Linear Discrete-Time Stochastic Estimators Using Covariance Information in Krein Spaces
- Design of Recursive Wiener Smoother Given Covariance Information
- Design of Estimators Using Covarianee Information in Discrete-Time Stochastic Systems with Nonlinear Observation Mechanism