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Seiichi Nakamori
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2010 – 2019
- 2018
- [j60]Seiichi Nakamori:
Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems. Appl. Math. Comput. 334: 94-106 (2018) - 2013
- [j59]Seiichi Nakamori:
Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems. Appl. Math. Comput. 219(17): 9598-9608 (2013) - [j58]Seiichi Nakamori, Raquel Caballero-Águila
, Aurora Hermoso-Carazo
RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems. Appl. Math. Comput. 225: 184-194 (2013) - 2011
- [j57]Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez:
RLS Wiener Predictor with Uncertain Observations in Linear Discrete-Time Stochastic Systems. J. Signal Inf. Process. 2(3): 152-158 (2011) - 2010
- [j56]Seiichi Nakamori, Aurora Hermoso-Carazo
Design of RLS Wiener estimators from randomly delayed observations in linear discrete-time stochastic systems. Appl. Math. Comput. 217(8): 3801-3815 (2010) - [j55]Raquel Caballero-Águila
Signal estimation with multiple delayed sensors using covariance information. Digit. Signal Process. 20(2): 528-540 (2010) - [j54]Seiichi Nakamori:
Design of RLS Wiener FIR filter using covariance information in linear discrete-time stochastic systems. Digit. Signal Process. 20(5): 1310-1329 (2010) - [j53]María J. García-Ligero, Aurora Hermoso-Carazo
Derivation of linear estimation algorithms from measurements affected by multiplicative and additive noises. J. Comput. Appl. Math. 234(3): 794-804 (2010)
2000 – 2009
- 2009
- [j52]Raquel Caballero-Águila
Recursive estimation of discrete-time signals from nonlinear randomly delayed observations. Comput. Math. Appl. 58(6): 1160-1168 (2009) - 2008
- [j51]Seiichi Nakamori:
Square-root algorithms of RLS Wiener filter and fixed-point smoother in linear discrete stochastic systems. Appl. Math. Comput. 203(1): 186-193 (2008) - [j50]Aurora Hermoso-Carazo
Recursive fixed-point smoothing algorithm from covariances based on uncertain observations with correlation in the uncertainty. Appl. Math. Comput. 203(1): 243-251 (2008) - [j49]Seiichi Nakamori, María J. García-Ligero, Aurora Hermoso-Carazo
Filtering in Generalized Signal-Dependent Noise Model Using Covariance Information. IEICE Trans. Fundam. Electron. Commun. Comput. Sci. 91-A(3): 809-817 (2008) - [j48]Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo
Recursive Estimation Algorithm Based on Covariances for Uncertainly Observed Signals Correlated with Noise. IEICE Trans. Fundam. Electron. Commun. Comput. Sci. 91-A(7): 1706-1712 (2008) - [j47]Seiichi Nakamori, Raquel Caballero-Águila
Polynomial fixed-point smoothing of uncertainly observed signals based on covariances. Int. J. Syst. Sci. 39(2): 207-216 (2008) - [j46]Seiichi Nakamori, María J. García-Ligero, Aurora Hermoso-Carazo
Filtering of images corrupted by multiplicative and white plus coloured additive noises using covariance information. Math. Comput. Model. 47(3-4): 298-311 (2008) - [j45]José D. Jiménez-López
Signal estimation based on covariance information from observations featuring correlated uncertainty and coming from multiple sensors. Signal Process. 88(12): 2998-3006 (2008) - 2007
- [j44]Seiichi Nakamori:
Chandrasekhar-type recursive Wiener estimation technique in linear discrete-time stochastic systems. Appl. Math. Comput. 188(2): 1656-1665 (2007) - [j43]Seiichi Nakamori, Aurora Hermoso-Carazo
Design of fixed-lag smoother using covariance information based on innovations approach in linear discrete-time stochastic systems. Appl. Math. Comput. 193(1): 162-174 (2007) - [j42]Seiichi Nakamori, Aurora Hermoso-Carazo
Suboptimal estimation of signals from uncertain observations using approximations of mixtures. Digit. Signal Process. 17(1): 4-16 (2007) - [j41]Seiichi Nakamori:
Design of extended recursive Wiener fixed-point smoother and filter in discrete-time stochastic systems. Digit. Signal Process. 17(1): 360-370 (2007) - [j40]Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo
Filtering and prediction from uncertain observations with correlated signal and noise via mixture approximations. Signal Process. 87(5): 970-982 (2007) - 2006
- [j39]Seiichi Nakamori, Raquel Caballero-Águila
Least-squares nuth-order polynomial estimation of signals from observations affected by non-independent uncertainty. Appl. Math. Comput. 176(2): 642-653 (2006) - [j38]Seiichi Nakamori, María J. García-Ligero, Aurora Hermoso-Carazo
Derivation of fixed-interval smoothing algorithm using covariance information in distributed parameter systems. Appl. Math. Comput. 176(2): 662-672 (2006) - [j37]Seiichi Nakamori, Aurora Hermoso-Carazo
A general smoothing equation for signal estimation using randomly delayed observations in the correlated signal-noise case. Digit. Signal Process. 16(4): 369-388 (2006) - [j36]Seiichi Nakamori, Aurora Hermoso-Carazo
Least-Squares Linear Smoothers from Randomly Delayed Observations with Correlation in the Delay. IEICE Trans. Fundam. Electron. Commun. Comput. Sci. 89-A(2): 486-493 (2006) - [j35]Seiichi Nakamori, Aurora Hermoso-Carazo
Linear estimation using covariance information in distributed parameter systems with non-independent uncertainty. Signal Process. 86(10): 3012-3020 (2006) - 2005
- [j34]Seiichi Nakamori, Raquel Caballero-Águila
Recursive estimators of signals from measurements with stochastic delays using covariance information. Appl. Math. Comput. 162(1): 65-79 (2005) - [j33]Seiichi Nakamori, Raquel Caballero-Águila
Design of recursive Wiener fixed-point smoothers based on innovations approach in linear discrete-time stochastic systems. Appl. Math. Comput. 165(3): 731-747 (2005) - [j32]Seiichi Nakamori, Raquel Caballero-Águila
Fixed-interval smoothing algorithm based on covariances with correlation in the uncertainty. Digit. Signal Process. 15(2): 207-221 (2005) - [j31]Seiichi Nakamori, Aurora Hermoso-Carazo
Fixed-Lag Smoothing Algorithm under Non-independent Uncertainty. IEICE Trans. Fundam. Electron. Commun. Comput. Sci. 88-A(4): 988-995 (2005) - [j30]Seiichi Nakamori, Raquel Caballero-Águila
New recursive estimators from correlated interrupted observations using covariance information. Int. J. Syst. Sci. 36(10): 617-629 (2005) - [j29]Seiichi Nakamori, Aurora Hermoso-Carazo
Quadratic Estimation of Multivariate Signals from Randomly Delayed Measurements. Multidimens. Syst. Signal Process. 16(4): 417-438 (2005) - 2004
- [j28]Seiichi Nakamori, Aurora Hermoso-Carazo
Chandrasekhar-type filter for a wide-sense stationary signal from uncertain observations using covariance information. Appl. Math. Comput. 151(2): 315-325 (2004) - [j27]Seiichi Nakamori, Aurora Hermoso-Carazo
Fixed-interval smoothing problem from uncertain observations with correlated signal and noise. Appl. Math. Comput. 154(1): 239-255 (2004) - [j26]Seiichi Nakamori, Raquel Caballero-Águila
Quadratic estimation from uncertain observations with white plus coloured noises using covariance information. Appl. Math. Comput. 155(1): 65-79 (2004) - [j25]Seiichi Nakamori:
New design of fixed-lag smoother using covariance information in linear discrete-time stochastic systems. Appl. Math. Comput. 156(2): 415-426 (2004) - [j24]Seiichi Nakamori:
New design of recursive Wiener fixed-lag smoother in linear discrete-time stochastic systems. Appl. Math. Comput. 159(2): 303-315 (2004) - [c5]Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez, María Isabel Sánchez-Rodríguez:
Estimation Algorithm from Randomly Delayed Observations with White Plus Coloured Noises. ICINCO (3) 2004: 19-23 - [c4]Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez:
New Derivation of the Filter and Fixed-Interval Smoother with Correlated Uncertain Observations. ICINCO (3) 2004: 203-207 - [c3]Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez:
Polynomial Estimation of Signals from Uncertain Observations Using Covariance Information. ICINCO (3) 2004: 307-311 - [c2]Seiichi Nakamori, Aurora Hermoso-Carazo, José D. Jiménez-López, Josefa Linares-Pérez:
Continuous-Time Signal Filtering from Non-Independent Uncertain Observations. ICINCO (3) 2004: 324-327 - 2003
- [j23]Seiichi Nakamori, Raquel Caballero-Águila
New design of estimators using covariance information with uncertain observations in linear discrete-time systems. Appl. Math. Comput. 135(2-3): 429-441 (2003) - [j22]Seiichi Nakamori, Raquel Caballero-Águila
Second-order polynomial estimators from uncertain observations using covariance information. Appl. Math. Comput. 143(2-3): 319-338 (2003) - [j21]Seiichi Nakamori:
New design of fixed-interval smoother using covariance information in linear stochastic continuous-time systems. Appl. Math. Comput. 144(2-3): 557-567 (2003) - [j20]Seiichi Nakamori, Raquel Caballero-Águila
Linear estimation from uncertain observations with white plus coloured noises using covariance information. Digit. Signal Process. 13(3): 552-568 (2003) - [j19]Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez:
Second-Order Polynomial Estimators from Non-independent Uncertain Observations Using Covariance Information. IEICE Trans. Fundam. Electron. Commun. Comput. Sci. 86-A(5): 1240-1248 (2003) - [j18]Seiichi Nakamori, Raquel Caballero-Águila
Fixed-point smoothing with non-independent uncertainty using covariance information. Int. J. Syst. Sci. 34(7): 439-452 (2003) - [j17]Seiichi Nakamori, Raquel Caballero-Águila
Linear recursive discrete-time estimators using covariance information under uncertain observations. Signal Process. 83(7): 1553-1559 (2003) - 2002
- [j16]Seiichi Nakamori:
Recursive estimation of impulse response function using covariance information in linear continuous stochastic systems. Appl. Math. Comput. 131(2-3): 339-347 (2002) - [j15]Seiichi Nakamori:
Design of Linear Discrete-Time Stochastic Estimators Using Covariance Information in Krein Spaces. IEICE Trans. Fundam. Electron. Commun. Comput. Sci. 85-A(4): 861-871 (2002) - 2000
- [j14]Seiichi Nakamori:
Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise. Signal Process. 80(9): 1959-1970 (2000)
1990 – 1999
- 1998
- [j13]Seiichi Nakamori:
Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism. Signal Process. 68(2): 183-193 (1998) - 1997
- [j12]Seiichi Nakamori:
Reduced-Order Estimation Technique Using Covariance Data of Observed Value in Linear Discrete-Time Systems. Digit. Signal Process. 7(1): 55-62 (1997) - [j11]Seiichi Nakamori:
Estimation technique using covariance information with uncertain observations in linear discrete-time systems. Signal Process. 58(3): 309-317 (1997) - 1995
- [j10]Seiichi Nakamori:
Estimation technique using covariance information in linear discrete-time systems. Signal Process. 43(2): 169-179 (1995) - 1993
- [j9]Seiichi Nakamori:
Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems. Signal Process. 33(1): 45-56 (1993) - 1991
- [j8]Seiichi Nakamori:
A new prediction algorithm using covariance information in linear continuous systems. Autom. 27(6): 1055-1058 (1991) - [j7]Seiichi Nakamori:
New design of estimators using covariance information based on an innovations approach. Signal Process. 24(3): 271-282 (1991)
1980 – 1989
- 1989
- [j6]Seiichi Nakamori:
Filtering Algorithm Based on Innovations Theory for White Gaussian Plus Colored Observation Noise. J. Inf. Sci. Eng. 5(2): 157-166 (1989) - 1986
- [c1]Seiichi Nakamori
On-line identification of time variant parameters using covariance information. ICASSP 1986: 2723-2726 - 1983
- [j5]Seiichi Nakamori:
New design of linear discrete-time predictor using covariance information. Autom. 19(3): 341-344 (1983) - 1982
- [j4]Seiichi Nakamori, Akira Hataji:
Relation between filter using covariance information and Kalman filter. Autom. 18(4): 479-483 (1982) - 1981
- [j3]Seiichi Nakamori, Akira Hataji:
New prediction algorithms by covariance information based on innovation theory. Autom. 17(2): 379-386 (1981) - [j2]Seiichi Nakamori, Akira Hataji:
New design of linear least-squares fixed-interval smoother using covariance information. Autom. 17(4): 661-664 (1981)
1970 – 1979
- 1977
- [j1]Seiichi Nakamori, Masanori Sugisaka:
Initial-value system for linear smoothing problems by covariance information. Autom. 13(6): 623-627 (1977)
Coauthor Index
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