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Authors: S. Nakamori 1 ; A. Hermoso-Carazo 2 ; J. Jiménez-López 3 and J. Linares-Pérez 2

Affiliations: 1 Faculty of Education, Kagoshima University, Japan ; 2 Universidad de Granada, Japan ; 3 Universidad de Jaén, Spain

ISBN: 972-8865-12-0

Keyword(s): Uncertain observations, Chandrasekhar-type filter, covariance information

Related Ontology Subjects/Areas/Topics: Informatics in Control, Automation and Robotics ; Signal Processing, Sensors, Systems Modeling and Control ; Signal Reconstruction ; Time Series and System Modeling

Abstract: Filtering algorithms are presented as solution of the least mean-squared error linear estimation problem of continuous-time wide-sense stationary scalar signals from uncertain observations perturbed by white and coloured additive noises. These algorithms, one of them based on Chandrasekhar-type equations and the other on Riccati-type ones, are derived assuming a specific type of dependence between the Bernoulli random variables describing the uncertainty and do not require the whole knowledge of the state-space model. By comparing both algorithms it is deduced that the Chandrasekhar-type one is more advantageous from a computational viewpoint.

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Paper citation in several formats:
Nakamori S.; Hermoso-Carazo A.; Jiménez-López J.; Linares-Pérez J. and (2004). CONTINUOUS-TIME SIGNAL FILTERING FROM NON-INDEPENDENT UNCERTAIN OBSERVATIONS.In Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, ISBN 972-8865-12-0, pages 324-327. DOI: 10.5220/0001127703240327

@conference{icinco04,
author={S. Nakamori and A. Hermoso{-}Carazo and J. Jiménez{-}López and J. Linares{-}Pérez},
title={CONTINUOUS-TIME SIGNAL FILTERING FROM NON-INDEPENDENT UNCERTAIN OBSERVATIONS},
booktitle={Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,},
year={2004},
pages={324-327},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001127703240327},
isbn={972-8865-12-0},
}

TY - CONF

JO - Proceedings of the First International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,
TI - CONTINUOUS-TIME SIGNAL FILTERING FROM NON-INDEPENDENT UNCERTAIN OBSERVATIONS
SN - 972-8865-12-0
AU - Nakamori, S.
AU - Hermoso-Carazo, A.
AU - Jiménez-López, J.
AU - Linares-Pérez, J.
PY - 2004
SP - 324
EP - 327
DO - 10.5220/0001127703240327

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