New design of estimators using covariance information based on an innovations approach

DOI10.1016/0165-1684(91)90104-QzbMath0756.93074OpenAlexW2019477373MaRDI QIDQ1180389

Seiichi Nakamori

Publication date: 27 June 1992

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(91)90104-q

zbMATH Keywords

least-squares estimationwhite Gaussian observation noisefixed-point smoother

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (1)

Second-order polynomial estimators from uncertain observations using covariance information

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