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Design of Extended Recursive Wiener Fixed-Point Smoother and Filter in Continuous-Time Stochastic Systems
http://hdl.handle.net/10232/4321
http://hdl.handle.net/10232/432149a2e090-9c11-4354-b36b-71fbb6d8be78
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
nakamori.pdf (1.6 MB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2008-08-11 | |||||
| タイトル | ||||||
| タイトル | Design of Extended Recursive Wiener Fixed-Point Smoother and Filter in Continuous-Time Stochastic Systems | |||||
| 著者 |
Nakamori, Seiichi
× Nakamori, Seiichi |
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| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Continuous-time stochastic systems | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Extended recursive Wiener estimators | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Covariance information | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Fixed-point smoother | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Non-linear modulation | |||||
| 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 | |||||
| 要約(Abstract) | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | This paper designs the extended recursive Wiener fixed-point smoother and filter in continuous-time wide-sense stationary stochastic systems. It is assumed that the signal is observed with the nonlinear mechanism of the signal and with the additional white observation noise. The estimators use the information of the system matrix F for the state vector x(k), the observation vector C for the state vector , the variance K(k,k)=K(0) of the state vector, the nonlinear observation function and the variance of the white observation noise. F, C and K(0) are usually calculated from the auto-covariance function of the signal. It is noteworthy, from a simulation example for the estimation of a stochastic signal in the phase demodulation problem, that the proposed extended recursive Wiener estimators are superior in estimation accuracy to the extended Kalman estimators based on the state-space model. | |||||
| 収録雑誌名 |
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 58, p. 1-16, 発行日 2007 |
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| 作成日 | ||||||
| 日付 | 2007-03-29 | |||||
| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 0389-6692 | |||||
| NII書誌ID（雑誌） | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | 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 | 400 | |||||
| 公開者・出版者 | ||||||
| 出版者 | 鹿児島大学 | |||||
| 公開者よみ | ||||||
| 値 | カゴシマ ダイガク | |||||
| 公開者別名 | ||||||
| 値 | Kagoshima University | |||||
