Design of quadratic estimators using covariance information in linear discrete-time stochastic systems
DOI10.1111/J.1467-9892.2007.00566.XzbMATH Open1199.62015OpenAlexW2057927281WikidataQ59552427 ScholiaQ59552427MaRDI QIDQ3552835FDOQ3552835
Authors: Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez 
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00566.x
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Cites Work
- Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
- Optimal quadratic filtering of linear discrete-time non-Gaussian systems
- Second-order polynomial estimators from uncertain observations using covariance information
- Restoration of images corrupted by additive non-Gaussian noise
- Estimation of multivariate signal by output autocovariance data in linear discrete-time systems
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