Paper Abstract and Keywords |
Presentation |
2006-10-04 15:55
Design of Extended Recursive Wiener Fixed-Point Smoother and Filter in Continuous-Time Stochastic Systems Seiichi Nakamori (Kagoshima Univ.) |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
This paper designs the extended recursive Wiener fixed-point smoother and
filter in continuous-time wide-sense stationary stochastic systems. It is assumed that the signal is observed with the nonlinear mechanism of the signal and with the additional white observation noise. The estimators use the information of the system matrix for the state vector x(k), the observation vector C for the state vector, the variance K(k, k) = K(0) of the state vector, the nonlinear observation function and the variance of the white observation noise. The system matrix, C and K(0) are usually calculated from the auto-covariance function of the signal. It is worthwhile, from a simulation example for the estimation of a stochastic signal in the phase demodulation problem, that the proposed extended recursive Wiener estimators are superior in estimation accuracy to
the extended Kalman estimators based on the state-space model. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
continuous-time stochastic system / extended recursive Wiener estimators / covariance information / fixed-point smoother / nonlinear modulation / / / |
Reference Info. |
IEICE Tech. Rep., vol. 106, no. 274, NLP2006-52, pp. 49-53, Oct. 2006. |
Paper # |
NLP2006-52 |
Date of Issue |
2006-09-27 (CAS, NLP) |
ISSN |
Print edition: ISSN 0913-5685 |
Download PDF |
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Conference Information |
Committee |
NLP CAS |
Conference Date |
2006-10-04 - 2006-10-05 |
Place (in Japanese) |
(See Japanese page) |
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Paper Information |
Registration To |
NLP |
Conference Code |
2006-10-NLP-CAS |
Language |
English (Japanese title is available) |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Design of Extended Recursive Wiener Fixed-Point Smoother and Filter in Continuous-Time Stochastic Systems |
Sub Title (in English) |
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Keyword(1) |
continuous-time stochastic system |
Keyword(2) |
extended recursive Wiener estimators |
Keyword(3) |
covariance information |
Keyword(4) |
fixed-point smoother |
Keyword(5) |
nonlinear modulation |
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1st Author's Name |
Seiichi Nakamori |
1st Author's Affiliation |
Kagoshima University (Kagoshima Univ.) |
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Speaker |
Author-1 |
Date Time |
2006-10-04 15:55:00 |
Presentation Time |
25 minutes |
Registration for |
NLP |
Paper # |
CAS2006-29, NLP2006-52 |
Volume (vol) |
vol.106 |
Number (no) |
no.272(CAS), no.274(NLP) |
Page |
pp.49-53 |
#Pages |
5 |
Date of Issue |
2006-09-27 (CAS, NLP) |
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