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Initial-value system for linear smoothing problems by covariance information |
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| Authors: | Seiichi Nakamori Masanori Sugisaka |
| Affiliation: | a Department of Electrical Engineering, Oita University, 700 Banti Dannoharu Oita-ken, Japan |
| Abstract: | A Cauchy system suitable for real-time calculation of the solution of integral equations with semi-degenerate kernels of the linear least squares smoothing problems for nonstationary signal process is developed using invariant imbedding theory. Digital simulation results indicate that the algorithms presented are leasible. |
| Keywords: | Smoothing filtering random processes integral equations data processing estimation time domain analysis communication computers applications |
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