Seiichi Nakamori

Orcid: 0000-0001-7598-5375

According to our database1, Seiichi Nakamori authored at least 65 papers between 1977 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

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

Signal estimation with multiple delayed sensors using covariance information.
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

Filtering in Generalized Signal-Dependent Noise Model Using Covariance Information.
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
Quadratic Estimation of Multivariate Signals from Randomly Delayed Measurements.
Multidimens. Syst. Signal Process., 2005

New recursive estimators from correlated interrupted observations using covariance information.
Int. J. Syst. Sci., 2005

Fixed-Lag Smoothing Algorithm under Non-independent Uncertainty.
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

Fixed-point smoothing with non-independent uncertainty using covariance information.
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
Estimation technique using covariance information in linear discrete-time systems.
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
On-line identification of time variant parameters using covariance information.
Proceedings of the IEEE International Conference on Acoustics, 1986

1983
New design of linear discrete-time predictor using covariance information.
Autom., 1983

1982
Relation between filter using covariance information and Kalman filter.
Autom., 1982

1981
New design of linear least-squares fixed-interval smoother using covariance information.
Autom., 1981

New prediction algorithms by covariance information based on innovation theory.
Autom., 1981

1977
Initial-value system for linear smoothing problems by covariance information.
Autom., 1977


  Loading...