@article{oai:ir.kagoshima-u.ac.jp:00006861,
 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 = {2016-10-28},
 note = {This paper newly designs the recursive least-squares fixed-lag smoother and filter using covariance information in linear continuous-time stochastic systems. It is assumed that the signal is observed with added white observation noise and the signal is uncorrelated with the observation noise. The estimators require the covariance information of the signal in the semi-degenerate kernel form and the variance of the observation noise.The proposed estimators are appropriate for estimations of stationary or non-stationary stochastic signal generally.},
 pages = {27--46},
 title = {RLS Fixed-Lag Smoother using Covariance Information in Linear Continuous Stochastic Systems},
 volume = {59},
 year = {}
}