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Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism. Signal Processing, 68 (2): 183--193 (30.07.1998)Estimation Algorithm from Randomly Delayed Observations with White Plus Coloured Noises., , , и . ICINCO (3), стр. 19-23. INSTICC Press, (2004)Filtering in Generalized Signal-Dependent Noise Model Using Covariance Information., , , и . IEICE Trans. Fundam. Electron. Commun. Comput. Sci., 91-A (3): 809-817 (2008)Filtering Algorithm Based on Innovations Theory for White Gaussian Plus Colored Observation Noise.. J. Inf. Sci. Eng., 5 (2): 157-166 (1989)Fixed-point smoothing with non-independent uncertainty using covariance information., , , и . Int. J. Systems Science, 34 (7): 439-452 (2003)Design of quadratic estimators using covariance information in linear discrete-time stochastic systems, , и . Journal of Time Series Analysis, 29 (3): 501--512 (122 05 2008)doi: 10.1111/j.1467-9892.2007.00566.x.Square-root algorithms of RLS Wiener filter and fixed-point smoother in linear discrete stochastic systems.. Appl. Math. Comput., 203 (1): 186-193 (2008)Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems.. Appl. Math. Comput., 219 (17): 9598-9608 (2013)Polynomial Estimation of Signals from Uncertain Observations Using Covariance Information., , , и . ICINCO (3), стр. 307-311. INSTICC Press, (2004)Estimation technique using covariance information in linear discrete-time systems. Signal Processing, 43 (2): 169--179 (мая 1995)