New recursive estimators from correlated interrupted observations using covariance information
- Author
- NAKAMORI, S1 ; CABALLERO-AGUILA, R2 ; HERMOSO-CARAZO, A3 ; LINARES-PEREZ, J3
[1] Department of Technology, Faculty of Education, Kagoshima University, 1-20-6, Kohrimoto, Kagoshima 890-0065, Japan
[2] Departamento de Estadística e I.O., Universidad de Jaén, Paraje Las Lagunillas, s/n, 23071 Jaén, Spain
[3] Departamento de Estadística e I.O., Universidad de Granada, Campus Fuentenueva, s/n, 18071 Granada, Spain - Source
International journal of systems science. 2005, Vol 36, Num 10, pp 617-629, 13 p ; ref : 18 ref
- CODEN
- IJSYA9
- ISSN
- 0020-7721
- Scientific domain
- Control theory, operational research
- Publisher
- Taylor & Francis, London
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Algorithme récursif Approche probabiliste Autocovariance Bruit additif Bruit blanc Corrélation Covariance Estimation linéaire Estimation quadratique Filtrage linéaire Lissage Modélisation Méthode espace état Méthode moindre carré Point fixe Processus non stationnaire Processus stationnaire Processus stochastique Second moment Système incertain Théorème point fixe Variable aléatoire
- Keyword (en)
- Recursive algorithm Probabilistic approach Autocovariance Additive noise White noise Correlation Covariance Linear estimation Quadratic estimation Linear filtering Smoothing Modeling State space method Least squares method Fix point Non stationary process Stationary process Stochastic process Second moment Uncertain system Fixed point theorem Random variable
- Keyword (es)
- Algoritmo recursivo Enfoque probabilista Autocovarianza Ruido aditivo Ruido blanco Correlación Covariancia Estimación lineal Estimación cuadrática Filtrado lineal Alisamiento Modelización Método espacio estado Método cuadrado menor Punto fijo Proceso no estacionario Proceso estacionario Proceso estocástico Segundo momento Sistema incierto Teorema punto fijo Variable aléatoria
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D05 Modelling and identification
- Discipline
- Computer science : theoretical automation and systems
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 17025313
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1080/00207720500219914 
https://dx.doi.org/10.1080/00207720500219914
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