New prediction algorithms by covariance information based on innovation theory

DOI10.1016/0005-1098(81)90055-8zbMath0463.93068OpenAlexW2462451478MaRDI QIDQ1153871

Seiichi Nakamori, Akira Hataji

Publication date: 1981

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(81)90055-8

zbMATH Keywords

predictortime-domain analysis

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Related Items (2)

Relation between filter using covariance information and Kalman filter ⋮ New design of linear discrete-time predictor using covariance information

Cites Work

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• The application of identification methods in the U. S. S. R. - a survey
• Initial-value system for linear smoothing problems by covariance information
• On the spectral factorization of nonstationary vector random processes
• A view of three decades of linear filtering theory
• An Initial-Value Theory for Fredholm Integral Equations With Semidegenerate Kernels
• An innovations approach to least-squares estimation--Part V: Innovations representations and recursive estimation in colored noise

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