@article{oai:ir.kagoshima-u.ac.jp:00009361,
 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 proposes a new design for the recursive Wiener fixed-point smoother and filter based on the innovations approach in linear discrete-time stochastic systems. The estimators require the information of the observation matrix, the system matrix for the state variable, related with the signal, the crossvariance function of the state variable with the observed value and the variance of the white observation noise. It is assumed that the signal is observed with additive white noise.},
 pages = {35--51},
 title = {Design of Recursive Wiener Fixed-Point Smoother based on Innovations Approach in Linear Discrete-Time Stochastic Systems},
 volume = {55},
 year = {2004}
}