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RECURSIVE ESTIMATION OF IMPULSE RESPONSE FUNCTION USING COVARIANCE INFORMATION IN LINEAR CONTINUOUS STOCHASTIC SYSTEMS
http://hdl.handle.net/10232/15340
http://hdl.handle.net/10232/15340fb3e78a7-5cdf-4b26-9194-dbd0600e56ed
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
AN00408518_v52_P55-65.pdf (10.0 MB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2012-12-26 | |||||
| タイトル | ||||||
| タイトル | RECURSIVE ESTIMATION OF IMPULSE RESPONSE FUNCTION USING COVARIANCE INFORMATION IN LINEAR CONTINUOUS STOCHASTIC SYSTEMS | |||||
| タイトル言語 | en | |||||
| 著者 |
中森, 誠一
× 中森, 誠一 |
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| 言語 | ||||||
| 言語 | eng | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| アクセス権 | ||||||
| アクセス権 | open access | |||||
| アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||
| 要約 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | This paper proposes a new recursive least-squares (RLS) estimation algorithm for an impulse response function in linear continuous-time wide-sense stationary stochastic systems. It is assumed that the input signal to the unknown impulse response function is contaminated by additive white Gaussian observation noise. The output signal from the system related with the impulse response function is observed with additive white Gaussian noise. The impulse response function is estimated recursively in terms of the variance of the white Gaussian observation noise included in the input signal, the autocovariance function of the process before the observation noise is added to the input signal, and the crosscovariance function between the output observed value and the input observed value, concerning the system based on the unknown impulse response function. | |||||
| 内容記述言語 | en | |||||
| 収録雑誌名 |
ja : 鹿児島大学教育学部研究紀要. 自然科学編 en : Bulletin of the Faculty of Education, Kagoshima University. Natural science 巻 52, p. 55-65, 発行日 2001-03-27 |
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| 作成日 | ||||||
| 日付 | 2001-03-27 | |||||
| 日付タイプ | Issued | |||||
| ISSN | ||||||
| 収録物識別子タイプ | PISSN | |||||
| ISSN | 03896692 | |||||
| NII書誌ID（雑誌） | ||||||
| 収録物識別子タイプ | NCID | |||||
| NC ID | AN00408518 | |||||
| 出版タイプ | ||||||
| 出版タイプ | VoR | |||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
| NDC | ||||||
| 主題Scheme | NDC | |||||
| 主題 | 410 | |||||
| 公開者・出版者 | ||||||
| 出版者 | 鹿児島大学 | |||||
| 出版者言語 | ja | |||||
| 公開者・出版者 | ||||||
| 出版者 | Kagoshima University | |||||
| 出版者言語 | en | |||||
