@article{oai:ir.kagoshima-u.ac.jp:00003374,
 author = {Nakamori, Seiichi},
 journal = {鹿児島大学教育学部研究紀要. 自然科学編, Bulletin of the Faculty of Education, Kagoshima University. Natural science},
 month = {},
 note = {This paper newly designs the recursive least-squares (RLS) fixed-lag smoother and filter using the covariance information in linear continuous-time stochastic systems. It is assumed that the signal is observed with additive white observation noise and is uncorrelated with the signal. The estimators require the covariance information of the signal and the variance of the observation noise. The auto-covariance function of the signal is expressed in semi-degenerate kernel form.},
 pages = {29--47},
 title = {Design of Recursive Least-Squares Fixed-Lag Smoother using Covariance Information in Linear Continuous Stochastic Systems},
 volume = {57},
 year = {2006}
}