{"created":"2023-07-25T08:03:15.588603+00:00","id":1184,"links":{},"metadata":{"_buckets":{"deposit":"18402fef-816d-4f82-b19f-14b30b4fed27"},"_deposit":{"created_by":3,"id":"1184","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"1184"},"status":"published"},"_oai":{"id":"oai:ir.kagoshima-u.ac.jp:00001184","sets":["228:280:5047"]},"author_link":["70672","70671"],"item_7_biblio_info_5":{"attribute_name":"収録雑誌名","attribute_value_mlt":[{"bibliographicPageEnd":"31","bibliographicPageStart":"9","bibliographicVolumeNumber":"67","bibliographic_titles":[{"bibliographic_title":"鹿児島大学教育学部研究紀要. 自然科学編"},{"bibliographic_title":"Bulletin of the Faculty of Education, Kagoshima University. Natural science","bibliographic_titleLang":"en"}]}]},"item_7_date_6":{"attribute_name":"作成日","attribute_value_mlt":[{"subitem_date_issued_datetime":"2016-03-11"}]},"item_7_description_4":{"attribute_name":"要約(Abstract)","attribute_value_mlt":[{"subitem_description":"This paper proposes recursive least-squares (RLS) Wiener fixed-point smoothing and filtering algorithms with uncertain observations for colored observation noise in linear discrete-time stochastic systems. The observation equation is given by y(k) = γ(k)z(k) + ｖ_c(k), z(k) = Hx(k), where {γ(k)} is a binary switching sequence with conditional probability, which satisfies (3). The estimators require the following information. (1) The system matrix φ for the state vector x(k). (2) The observation matrix H. (3) The variance K(k, k) of the state vector x(k). (4) The variance K_c(k, k) of the colored observation noise. (5) The system matrix φ_c for the colored observation noise ｖ_c(k). (6) The probability p(k) = P{γ(k) = 1} that the signal exists in the uncertain observation equation and the (2,2) element [P(k","subitem_description_type":"Other"},{"subitem_description":"j)]_2,2 of the conditional probability of γ(k), given γ(j), 1 ≤ j < k.","subitem_description_type":"Other"}]},"item_7_full_name_3":{"attribute_name":"別言語の著者","attribute_value_mlt":[{"nameIdentifiers":[{}],"names":[{"name":"中森, 誠一"}]}]},"item_7_publisher_23":{"attribute_name":"公開者・出版者","attribute_value_mlt":[{"subitem_publisher":"鹿児島大学"}]},"item_7_source_id_7":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"03896692","subitem_source_identifier_type":"ISSN"}]},"item_7_source_id_9":{"attribute_name":"NII書誌ID","attribute_value_mlt":[{"subitem_source_identifier":"AN00408518","subitem_source_identifier_type":"NCID"}]},"item_7_subject_15":{"attribute_name":"NDC","attribute_value_mlt":[{"subitem_subject":"417.8","subitem_subject_scheme":"NDC"}]},"item_7_text_24":{"attribute_name":"公開者よみ","attribute_value_mlt":[{"subitem_text_value":"カゴシマ ダイガク"}]},"item_7_text_25":{"attribute_name":"公開者別名","attribute_value_mlt":[{"subitem_text_value":"Kagoshima University"}]},"item_7_version_type_14":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"NAKAMORI, Seiichi"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-10-27"}],"displaytype":"detail","filename":"nakamori.pdf","filesize":[{"value":"1.1 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"nakamori.pdf","url":"https://ir.kagoshima-u.ac.jp/record/1184/files/nakamori.pdf"},"version_id":"c0154a74-4c7c-472f-98e5-2a26835a4d0c"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Uncertain observations","subitem_subject_scheme":"Other"},{"subitem_subject":"RLS Wiener fixed-point smoother","subitem_subject_scheme":"Other"},{"subitem_subject":"Conditional probability","subitem_subject_scheme":"Other"},{"subitem_subject":"Discrete-time stochastic systems","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Recursive Least-Squares Wiener Fixed-Point Smoother with Uncertain Observations for Colored Observation Noise in Linear Discrete-Time Stochastic Systems","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Recursive Least-Squares Wiener Fixed-Point Smoother with Uncertain Observations for Colored Observation Noise in Linear Discrete-Time Stochastic Systems"}]},"item_type_id":"7","owner":"3","path":["42","5047"],"pubdate":{"attribute_name":"公開日","attribute_value":"2016-05-18"},"publish_date":"2016-05-18","publish_status":"0","recid":"1184","relation_version_is_last":true,"title":["Recursive Least-Squares Wiener Fixed-Point Smoother with Uncertain Observations for Colored Observation Noise in Linear Discrete-Time Stochastic Systems"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2024-01-30T02:41:16.301804+00:00"}