New prediction algorithms by covariance information based on innovation theory

DOI10.1016/0005-1098(81)90055-8zbMATH Open0463.93068OpenAlexW2462451478MaRDI QIDQ1153871FDOQ1153871

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)

Cites Work

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• An Initial-Value Theory for Fredholm Integral Equations With Semidegenerate Kernels
• A view of three decades of linear filtering theory
• An innovations approach to least-squares estimation--Part V: Innovations representations and recursive estimation in colored noise
• Initial-value system for linear smoothing problems by covariance information
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• The application of identification methods in the U. S. S. R. - a survey
• On the spectral factorization of nonstationary vector random processes

Cited In (2)

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

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