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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
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Conference Information
Committee NLP CAS  
Conference Date 2006-10-04 - 2006-10-05 
Place (in Japanese) (See Japanese page) 
Place (in English)  
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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)  
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
Date of Issue 2006-09-27 (CAS, NLP) 


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