@article{oai:ir.kagoshima-u.ac.jp:00006813,
 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 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.},
 pages = {1--16},
 title = {Design of Extended Recursive Wiener Fixed-Point Smoother and Filter in Continuous-Time Stochastic Systems},
 volume = {58},
 year = {2007}
}