Seiichi Nakamori - researchr alias

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Viewing Publication 1 - 65 from 65

2018

Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systemsSeiichi Nakamori. amc, 334:94-106, 2018. [doi]

2013

Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systemsSeiichi Nakamori. amc, 219(17):9598-9608, 2013. [doi]

RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systemsSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. amc, 225:184-194, 2013. [doi]

2011

RLS Wiener Predictor with Uncertain Observations in Linear Discrete-Time Stochastic SystemsSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. jsip, 2(3):152-158, 2011. [doi]

2010

2009

Recursive estimation of discrete-time signals from nonlinear randomly delayed observationsRaquel Caballero-Águila, Aurora Hermoso-Carazo, José D. Jiménez-López, Josefa Linares-Pérez, Seiichi Nakamori. cma, 58(6):1160-1168, 2009. [doi]

2008

Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertaintyAurora Hermoso-Carazo, Josefa Linares-Pérez, José D. Jiménez-López, Raquel Caballero-Águila, Seiichi Nakamori. amc, 203(1):243-251, 2008. [doi]

Signal estimation based on covariance information from observations featuring correlated uncertainty and coming from multiple sensorsJosé D. Jiménez-López, Josefa Linares-Pérez, Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo. sigpro, 88(12):2998-3006, 2008. [doi]

Square-root algorithms of RLS Wiener filter and fixed-point smoother in linear discrete stochastic systemsSeiichi Nakamori. amc, 203(1):186-193, 2008. [doi]

Filtering in Generalized Signal-Dependent Noise Model Using Covariance InformationSeiichi Nakamori, María J. García-Ligero, Aurora Hermoso-Carazo, Josefa Linares-Pérez. ieicet, 91-A(3):809-817, 2008. [doi]

Filtering of images corrupted by multiplicative and white plus coloured additive noises using covariance informationSeiichi Nakamori, María J. García-Ligero, Aurora Hermoso-Carazo, Josefa Linares-Pérez. mcm, 47(3-4):298-311, 2008. [doi]

Polynomial fixed-point smoothing of uncertainly observed signals based on covariancesSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, José D. Jiménez-López, Josefa Linares-Pérez. ijsysc, 39(2):207-216, 2008. [doi]

Recursive Estimation Algorithm Based on Covariances for Uncertainly Observed Signals Correlated with NoiseSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, José D. Jiménez-López, Josefa Linares-Pérez. ieicet, 91-A(7):1706-1712, 2008. [doi]

2007

Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systemsSeiichi Nakamori. amc, 188(2):1656-1665, 2007. [doi]

Design of extended recursive Wiener fixed-point smoother and filter in discrete-time stochastic systemsSeiichi Nakamori. dsp, 17(1):360-370, 2007. [doi]

Suboptimal estimation of signals from uncertain observations using approximations of mixturesSeiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez. dsp, 17(1):4-16, 2007. [doi]

Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systemsSeiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez. amc, 193(1):162-174, 2007. [doi]

Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximationsSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, J. Jiménez-Carazo, Josefa Linares-Pérez. sigpro, 87(5):970-982, 2007. [doi]

2006

Least-Squares Linear Smoothers from Randomly Delayed Observations with Correlation in the DelaySeiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez. ieicet, 89-A(2):486-493, 2006. [doi]

A general smoothing equation for signal estimation using randomly delayed observations in the correlated signal-noise caseSeiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez. dsp, 16(4):369-388, 2006. [doi]

Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systemsSeiichi Nakamori, María J. García-Ligero, Aurora Hermoso-Carazo, Josefa Linares-Pérez. amc, 176(2):662-672, 2006. [doi]

Linear estimation using covariance information in distributed parameter systems with non-independent uncertaintySeiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez. sigpro, 86(10):3012-3020, 2006. [doi]

Least-squares nuth-order polynomial estimation of signals from observations affected by non-independent uncertaintySeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, José D. Jiménez-López, Josefa Linares-Pérez. amc, 176(2):642-653, 2006. [doi]

2005

Fixed-Lag Smoothing Algorithm under Non-independent UncertaintySeiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez. ieicet, 88-A(4):988-995, 2005. [doi]

Quadratic Estimation of Multivariate Signals from Randomly Delayed MeasurementsSeiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez. mssp, 16(4):417-438, 2005. [doi]

Recursive estimators of signals from measurements with stochastic delays using covariance informationSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. amc, 162(1):65-79, 2005. [doi]

Fixed-interval smoothing algorithm based on covariances with correlation in the uncertaintySeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. dsp, 15(2):207-221, 2005. [doi]

New recursive estimators from correlated interrupted observations using covariance informationSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. ijsysc, 36(10):617-629, 2005. [doi]

Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systemsSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. amc, 165(3):731-747, 2005. [doi]

2004

New design of recursive Wiener fixed-lag smoother in linear discrete-time stochastic systemsSeiichi Nakamori. amc, 159(2):303-315, 2004. [doi]

New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systemsSeiichi Nakamori. amc, 156(2):415-426, 2004. [doi]

Fixed-interval smoothing problem from uncertain observations with correlated signal and noiseSeiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-PÃ©rez, MarÃa Isabel SÃ¡nchez-RodrÃguez. amc, 154(1):239-255, 2004. [doi]

Estimation Algorithm from Randomly Delayed Observations with White Plus Coloured NoisesSeiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez, María Isabel Sánchez-Rodríguez. icinco 2004: 19-23

Continuous-Time Signal Filtering from Non-Independent Uncertain ObservationsSeiichi Nakamori, Aurora Hermoso-Carazo, José D. Jiménez-López, Josefa Linares-Pérez. icinco 2004: 324-327

Chandrasekhar-type filter for a wide-sense stationary signal from uncertain observations using covariance informationSeiichi Nakamori, Aurora Hermoso-Carazo, José D. Jiménez-López, Josefa Linares-Pérez. amc, 151(2):315-325, 2004. [doi]

Quadratic estimation from uncertain observations with white plus coloured noises using covariance informationSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. amc, 155(1):65-79, 2004. [doi]

Polynomial Estimation of Signals from Uncertain Observations Using Covariance InformationSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. icinco 2004: 307-311

New Derivation of the Filter and Fixed-Interval Smoother with Correlated Uncertain ObservationsSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. icinco 2004: 203-207

2003

New design of fixed-interval smoother using covariance information in linear stochastic continuous-time systemsSeiichi Nakamori. amc, 144(2-3):557-567, 2003. [doi]

Fixed-point smoothing with non-independent uncertainty using covariance informationSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. ijsysc, 34(7):439-452, 2003. [doi]

Second-Order Polynomial Estimators from Non-independent Uncertain Observations Using Covariance InformationSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. ieiceta, 86-A(5):1240-1248, 2003. [doi]

Linear estimation from uncertain observations with white plus coloured noises using covariance informationSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. dsp, 13(3):552-568, 2003. [doi]

Second-order polynomial estimators from uncertain observations using covariance informationSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. amc, 143(2-3):319-338, 2003. [doi]

Linear recursive discrete-time estimators using covariance information under uncertain observationsSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. sigpro, 83(7):1553-1559, 2003. [doi]

New design of estimators using covariance information with uncertain observations in linear discrete-time systemsSeiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez. amc, 135(2-3):429-441, 2003. [doi]

2002

Recursive estimation of impulse response function using covariance information in linear continuous stochastic systemsSeiichi Nakamori. amc, 131(2-3):339-347, 2002. [doi]

Design of Linear Discrete-Time Stochastic Estimators Using Covariance Information in Krein SpacesSeiichi Nakamori. ieiceta, 85-A(4):861-871, 2002. [doi]

2000

Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noiseSeiichi Nakamori. sigpro, 80(9):1959-1970, 2000. [doi]

1998

Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanismSeiichi Nakamori. sigpro, 68(2):183-193, 1998. [doi]

1997

Estimation technique using covariance information with uncertain observations in linear discrete-time systemsSeiichi Nakamori. sigpro, 58(3):309-317, 1997. [doi]

Reduced-Order Estimation Technique Using Covariance Data of Observed Value in Linear Discrete-Time SystemsSeiichi Nakamori. dsp, 7(1):55-62, 1997. [doi]

1995

Estimation technique using covariance information in linear discrete-time systemsSeiichi Nakamori. sigpro, 43(2):169-179, 1995. [doi]

1993

Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systemsSeiichi Nakamori. sigpro, 33(1):45-56, 1993. [doi]

1991

A new prediction algorithm using covariance information in linear continuous systemsSeiichi Nakamori. automatica, 27(6):1055-1058, 1991. [doi]

New design of estimators using covariance information based on an innovations approachSeiichi Nakamori. sigpro, 24(3):271-282, 1991. [doi]

1989

Filtering Algorithm Based on Innovations Theory for White Gaussian Plus Colored Observation NoiseSeiichi Nakamori. jise, 5(2):157-166, 1989. [doi]

1986

On-line identification of time variant parameters using covariance informationSeiichi Nakamori. icassp 1986: 2723-2726 [doi]

1983

New design of linear discrete-time predictor using covariance informationSeiichi Nakamori. automatica, 19(3):341-344, 1983. [doi]

1982

Relation between filter using covariance information and Kalman filterSeiichi Nakamori, Akira Hataji. automatica, 18(4):479-483, 1982. [doi]

1981

New design of linear least-squares fixed-interval smoother using covariance informationSeiichi Nakamori, Akira Hataji. automatica, 17(4):661-664, 1981. [doi]

New prediction algorithms by covariance information based on innovation theorySeiichi Nakamori, Akira Hataji. automatica, 17(2):379-386, 1981. [doi]

1977

Initial-value system for linear smoothing problems by covariance informationSeiichi Nakamori, Masanori Sugisaka. automatica, 13(6):623-627, 1977. [doi]

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