Seiichi Nakamori
According to our database1,
Seiichi Nakamori
authored at least 65 papers
between 1977 and 2018.
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Bibliography
2018
Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems.
Appl. Math. Comput., 2018
2013
RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems.
Appl. Math. Comput., 2013
Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems.
Appl. Math. Comput., 2013
2011
RLS Wiener Predictor with Uncertain Observations in Linear Discrete-Time Stochastic Systems.
J. Signal Inf. Process., 2011
2010
Derivation of linear estimation algorithms from measurements affected by multiplicative and additive noises.
J. Comput. Appl. Math., 2010
Design of RLS Wiener FIR filter using covariance information in linear discrete-time stochastic systems.
Digit. Signal Process., 2010
Digit. Signal Process., 2010
Design of RLS Wiener estimators from randomly delayed observations in linear discrete-time stochastic systems.
Appl. Math. Comput., 2010
2009
Recursive estimation of discrete-time signals from nonlinear randomly delayed observations.
Comput. Math. Appl., 2009
2008
Signal estimation based on covariance information from observations featuring correlated uncertainty and coming from multiple sensors.
Signal Process., 2008
Filtering of images corrupted by multiplicative and white plus coloured additive noises using covariance information.
Math. Comput. Model., 2008
Polynomial fixed-point smoothing of uncertainly observed signals based on covariances.
Int. J. Syst. Sci., 2008
IEICE Trans. Fundam. Electron. Commun. Comput. Sci., 2008
Recursive Estimation Algorithm Based on Covariances for Uncertainly Observed Signals Correlated with Noise.
IEICE Trans. Fundam. Electron. Commun. Comput. Sci., 2008
Square-root algorithms of RLS Wiener filter and fixed-point smoother in linear discrete stochastic systems.
Appl. Math. Comput., 2008
Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty.
Appl. Math. Comput., 2008
2007
Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations.
Signal Process., 2007
Suboptimal estimation of signals from uncertain observations using approximations of mixtures.
Digit. Signal Process., 2007
Design of extended recursive Wiener fixed-point smoother and filter in discrete-time stochastic systems.
Digit. Signal Process., 2007
Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems.
Appl. Math. Comput., 2007
Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems.
Appl. Math. Comput., 2007
2006
Linear estimation using covariance information in distributed parameter systems with non-independent uncertainty.
Signal Process., 2006
Least-Squares Linear Smoothers from Randomly Delayed Observations with Correlation in the Delay.
IEICE Trans. Fundam. Electron. Commun. Comput. Sci., 2006
A general smoothing equation for signal estimation using randomly delayed observations in the correlated signal-noise case.
Digit. Signal Process., 2006
Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems.
Appl. Math. Comput., 2006
Least-squares nuth-order polynomial estimation of signals from observations affected by non-independent uncertainty.
Appl. Math. Comput., 2006
2005
Multidimens. Syst. Signal Process., 2005
New recursive estimators from correlated interrupted observations using covariance information.
Int. J. Syst. Sci., 2005
IEICE Trans. Fundam. Electron. Commun. Comput. Sci., 2005
Fixed-interval smoothing algorithm based on covariances with correlation in the uncertainty.
Digit. Signal Process., 2005
Recursive estimators of signals from measurements with stochastic delays using covariance information.
Appl. Math. Comput., 2005
Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems.
Appl. Math. Comput., 2005
2004
Fixed-interval smoothing problem from uncertain observations with correlated signal and noise.
Appl. Math. Comput., 2004
Chandrasekhar-type filter for a wide-sense stationary signal from uncertain observations using covariance information.
Appl. Math. Comput., 2004
Quadratic estimation from uncertain observations with white plus coloured noises using covariance information.
Appl. Math. Comput., 2004
New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems.
Appl. Math. Comput., 2004
New design of recursive Wiener fixed-lag smoother in linear discrete-time stochastic systems.
Appl. Math. Comput., 2004
Estimation Algorithm from Randomly Delayed Observations with White Plus Coloured Noises.
Proceedings of the ICINCO 2004, 2004
Continuous-Time Signal Filtering from Non-Independent Uncertain Observations.
Proceedings of the ICINCO 2004, 2004
Polynomial Estimation of Signals from Uncertain Observations Using Covariance Information.
Proceedings of the ICINCO 2004, 2004
New Derivation of the Filter and Fixed-Interval Smoother with Correlated Uncertain Observations.
Proceedings of the ICINCO 2004, 2004
2003
Linear recursive discrete-time estimators using covariance information under uncertain observations.
Signal Process., 2003
Int. J. Syst. Sci., 2003
Second-Order Polynomial Estimators from Non-independent Uncertain Observations Using Covariance Information.
IEICE Trans. Fundam. Electron. Commun. Comput. Sci., 2003
Linear estimation from uncertain observations with white plus coloured noises using covariance information.
Digit. Signal Process., 2003
New design of estimators using covariance information with uncertain observations in linear discrete-time systems.
Appl. Math. Comput., 2003
Second-order polynomial estimators from uncertain observations using covariance information.
Appl. Math. Comput., 2003
New design of fixed-interval smoother using covariance information in linear stochastic continuous-time systems.
Appl. Math. Comput., 2003
2002
Design of Linear Discrete-Time Stochastic Estimators Using Covariance Information in Krein Spaces.
IEICE Trans. Fundam. Electron. Commun. Comput. Sci., 2002
Recursive estimation of impulse response function using covariance information in linear continuous stochastic systems.
Appl. Math. Comput., 2002
2000
Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise.
Signal Process., 2000
1998
Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism.
Signal Process., 1998
1997
Estimation technique using covariance information with uncertain observations in linear discrete-time systems.
Signal Process., 1997
Reduced-Order Estimation Technique Using Covariance Data of Observed Value in Linear Discrete-Time Systems.
Digit. Signal Process., 1997
1995
Signal Process., 1995
1993
Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems.
Signal Process., 1993
1991
New design of estimators using covariance information based on an innovations approach.
Signal Process., 1991
A new prediction algorithm using covariance information in linear continuous systems.
Autom., 1991
1989
Filtering Algorithm Based on Innovations Theory for White Gaussian Plus Colored Observation Noise.
J. Inf. Sci. Eng., 1989
1986
Proceedings of the IEEE International Conference on Acoustics, 1986
1983
Autom., 1983
1982
1981
New design of linear least-squares fixed-interval smoother using covariance information.
Autom., 1981
Autom., 1981
1977
Autom., 1977