@article{oai:ir.kagoshima-u.ac.jp:00000978,
 author = {Nakamori, Seiichi and 中森, 誠一},
 issue = {17},
 journal = {Applied Mathematics and Computation},
 month = {May},
 note = {This paper addresses a new design method of recursive least-squares (RLS) and finite impulse response (FIR) filter, using covariance information, in linear continuous-time stochastic systems. The signal process is observed with additive white noise. It is assumed that the white observation noise is independent of the signal process. The auto-covariance function of the signal is expressed in the semi-degenerate kernel form. The RLS-FIR filter uses the following information:
1.
The auto-covariance function of the signal expressed in the semi-degenerate kernel form.
2.
The variance of the white observation noise process.
3.
The observed values.},
 pages = {9598--9608},
 title = {Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems},
 volume = {219},
 year = {2013},
 yomi = {ナカモリ, セイイチ}
}