Design of estimators using covariance information with uncertain observations in linear discrete-time distributed parameter systems
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概要
- 論文の詳細を見る
This paper presents recursive least-squares (RLS) estimation algorithms using the covariance information in linear discrete-time distributed parameter systems. The signal is estimated with the observations containing some uncertain observations. In the uncertain observations, there are cases where the observed value does not contain the signal and consists of observation noise only. The probability that the signal exists in the observed value is used in the estimation algorithms. The algorithms are derived based on the invariant imbedding method.
- 鹿児島大学の論文
- 2002-03-27
著者
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Nakamori Seiichi
Department Of Technology Faculty Of Education
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Hermoso-carazo Aurora
Departamento De Estad'istica E Investigaci'on Operativa Facultades De Ciencias Universidad
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Nakamori Seiichi
Department Of Technology Faculty Of Education Kagoshima University
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Linares-p'erez Josefa
Departamento De Estad'istica E Investigaci'on Operativa Facultades De Ciencias Universidad De Granada Campus Fuentenueva
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