Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems

DOI10.1016/J.AMC.2005.10.012zbMath1095.65010OpenAlexW2162516936WikidataQ59552508 ScholiaQ59552508MaRDI QIDQ2495998

Josefa Linares-Pérez, Aurora Hermoso-Carazo, Seiichi Nakamori, María Jesús García-Ligero

Publication date: 30 June 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.10.012

zbMATH Keywords

distributed parameter systemsWiener-Hopf equationrecursive estimationcovariance informationfixed-interval smoothing

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Point estimation (62F10) Image analysis in multivariate analysis (62H35) Analysis of variance and covariance (ANOVA) (62J10)

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Filtering of images corrupted by multiplicative and white plus coloured additive noises using covariance information

Cites Work

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• Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems
• New design of fixed-interval smoother using covariance information in linear stochastic continuous-time systems
• Fixed-interval smoothing problem from uncertain observations with correlated signal and noise
• A unified approach to discrete-time distributed parameter estimation by the least-squares method
• Linear estimation for discrete-time systems in the presence of time-correlated disturbances and uncertain observations
• Linear smoothing for discrete-time systems in the presence of correlated disturbances and uncertain observations
• Fixed-interval smoothing for Markovian switching systems
• On optimum distributed-parameter filtering and fixed-interval smoothing for colored noise

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