کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9506731 | 1340756 | 2005 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
This paper designs two kinds of recursive least-squares Wiener fixed-point smoothers based on an innovation approach in linear discrete-time stochastic systems. It is assumed that the signal is observed with additive white noise. The proposed fixed-point smoothers require the information of the observation matrix, the system matrix for the state variable, related with the signal, the variance of the state variable, the cross-variance function of the state variable with the observed value and the variance of the white observation noise.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 165, Issue 3, 27 June 2005, Pages 731-747
Journal: Applied Mathematics and Computation - Volume 165, Issue 3, 27 June 2005, Pages 731-747
نویسندگان
Seiichi Nakamori, R. Caballero-Águila, A. Hermoso-Carazo, J. Linares-Pérez,