{"created":"2023-07-25T08:07:40.488802+00:00","id":6861,"links":{},"metadata":{"_buckets":{"deposit":"0c01a031-5698-451f-a517-95f46eead047"},"_deposit":{"created_by":3,"id":"6861","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"6861"},"status":"published"},"_oai":{"id":"oai:ir.kagoshima-u.ac.jp:00006861","sets":["228:280:5039"]},"author_link":["67969"],"item_7_biblio_info_5":{"attribute_name":"収録雑誌名","attribute_value_mlt":[{"bibliographicPageEnd":"46","bibliographicPageStart":"27","bibliographicVolumeNumber":"59","bibliographic_titles":[{"bibliographic_title":"鹿児島大学教育学部研究紀要. 自然科学編"},{"bibliographic_title":"Bulletin of the Faculty of Education, Kagoshima University. Natural science","bibliographic_titleLang":"en"}]}]},"item_7_date_6":{"attribute_name":"作成日","attribute_value_mlt":[{"subitem_date_issued_datetime":"2008-03-27"}]},"item_7_description_4":{"attribute_name":"要約(Abstract)","attribute_value_mlt":[{"subitem_description":"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.","subitem_description_type":"Other"}]},"item_7_publisher_23":{"attribute_name":"公開者・出版者","attribute_value_mlt":[{"subitem_publisher":"鹿児島大学"}]},"item_7_source_id_7":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"03896692","subitem_source_identifier_type":"ISSN"}]},"item_7_source_id_9":{"attribute_name":"NII書誌ID","attribute_value_mlt":[{"subitem_source_identifier":"AN00408518","subitem_source_identifier_type":"NCID"}]},"item_7_subject_15":{"attribute_name":"NDC","attribute_value_mlt":[{"subitem_subject":"410","subitem_subject_scheme":"NDC"}]},"item_7_text_24":{"attribute_name":"公開者よみ","attribute_value_mlt":[{"subitem_text_value":"カゴシマ ダイガク"}]},"item_7_text_25":{"attribute_name":"公開者別名","attribute_value_mlt":[{"subitem_text_value":"Kagoshima University"}]},"item_7_version_type_14":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Nakamori, Seiichi"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-10-28"}],"displaytype":"detail","filename":"59-4.pdf","filesize":[{"value":"2.8 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"59-4.pdf","url":"https://ir.kagoshima-u.ac.jp/record/6861/files/59-4.pdf"},"version_id":"3dd8d169-aeba-4bce-8c27-7a67945d8a38"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Linear Continuous Systems","subitem_subject_scheme":"Other"},{"subitem_subject":"Fixed-Lag Smoother","subitem_subject_scheme":"Other"},{"subitem_subject":"Least-Squares Estimation","subitem_subject_scheme":"Other"},{"subitem_subject":"Covariance Information","subitem_subject_scheme":"Other"},{"subitem_subject":"Wiener-Hopf Integral Equation","subitem_subject_scheme":"Other"},{"subitem_subject":"Stochastic Signal","subitem_subject_scheme":"Other"},{"subitem_subject":"fixed-lag smoother","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"RLS Fixed-Lag Smoother using Covariance Information in Linear Continuous Stochastic Systems","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"RLS Fixed-Lag Smoother using Covariance Information in Linear Continuous Stochastic Systems"}]},"item_type_id":"7","owner":"3","path":["42","5039"],"pubdate":{"attribute_name":"公開日","attribute_value":"2008-06-18"},"publish_date":"2008-06-18","publish_status":"0","recid":"6861","relation_version_is_last":true,"title":["RLS Fixed-Lag Smoother using Covariance Information in Linear Continuous Stochastic Systems"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2024-01-30T02:06:17.043607+00:00"}