@article{oai:ir.kagoshima-u.ac.jp:00004348,
 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 = {2016-10-27},
 note = {This paper describes a new design for a recursive least-squares (RLS) and finite impulse response (FIR) filter，using covariance information，in linear continuous-time stochastic systems. The signal process is observed with additive white noise. The signal is assumed to be independent of the white observation noise. The auto-covariance function of the signal is expressed in semi-degenerate kernel form. The RLS-FIR filter uses the following information: (1) The auto-covariance function of the signal expressed in semi-degenerate kernel form. (2) The variance of the white observation noise. (3) The observed values.},
 pages = {57--75},
 title = {A New Design for RLS-FIR Filter Using Covariance Information in Linear Continuous-Time Stochastic Systems Kagoshima University Faculty of Education},
 volume = {61},
 year = {}
}