New prediction algorithms by covariance information based on innovation theory

DOI10.1016/0005-1098(81)90055-8MaRDI QIDQ1153871zbMATH OpenOpenAlexFDO

Authors Seiichi Nakamori, Akira Hataji

Publication date 1981

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(81)90055-8

zbMATH Keywords

predictortime-domain analysis

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

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Cited in

(2)

• New design of linear discrete-time predictor using covariance information
• Relation between filter using covariance information and Kalman filter

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