| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4629102 | Applied Mathematics and Computation | 2013 | 11 Pages |
Abstract
This paper addresses a new design method of recursive least-squares (RLS) and finite impulse response (FIR) filter, using covariance information, in linear continuous-time stochastic systems. The signal process is observed with additive white noise. It is assumed that the white observation noise is independent of the signal process. The auto-covariance function of the signal is expressed in the semi-degenerate kernel form. The RLS-FIR filter uses the following information:
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Seiichi Nakamori,