| 1. Identity statement | ||||
| Reference Type | Report | |||
| Site | mtc-m21b.sid.inpe.br | |||
| Holder Code | isadg {BR SPINPE} ibi 8JMKD3MGPCW/3DT298S | |||
| Identifier | 8JMKD3MGP3W34P/3L9BSQP | |||
| Repository | sid.inpe.br/mtc-m21b/2016/03.01.16.56 (restricted access) | |||
| Last Update | 2016:03.01.16.57.06 (UTC) administrator | |||
| Metadata Repository | sid.inpe.br/mtc-m21b/2016/03.01.16.56.21 | |||
| Metadata Last Update | 2018:06.04.03.24.14 (UTC) administrator | |||
| Report Number | INPE-638-RI/298 | |||
| Citation Key | Saha:1975:EsArMo | |||
| Title | Estimation in arma model with correlated measurement noise  | |||
| Year | 1975 | |||
| Access Date | 2024, May 06 | |||
| Number of Pages | 30 | |||
| Number of Files | 1 | |||
| Size | 558 KiB | |||
| 2. Context | ||||
| Author | Saha, Rajat Kumar | |||
| Institution | Instituto Nacional de Pesquisas Espaciais | |||
| City | São José dos Campos | |||
| History (UTC) | 2016-03-01 16:57:06 :: simone -> administrator :: -> 1975 2018-06-04 03:24:14 :: administrator -> simone :: 1975 | |||
| 3. Content and structure | ||||
| Is the master or a copy? | is the master | |||
| Content Stage | completed | |||
| Transferable | 1 | |||
| Keywords | arma model optimal linear filter discrete systems | |||
| Abstract | This paper introduces an optimal linear filter for discrete systems with correlated measurement noise by the innovations method. The signal is assumed to be described by multivariate autoregressive-moving Average (ARMA) model and the observation noise is assumed to be correlated and described by finite order moving average process. The new algorithm presented here avoids the increased order and other complexities of previously proposed methods particularly those based on augmented state and measurement differencing approaches. Computational aspects of this algorithm are also discussed. | |||
| Area | COMP | |||
| doc Directory Content | access | |||
| source Directory Content | there are no files | |||
| agreement Directory Content |
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| 4. Conditions of access and use | ||||
| Language | en | |||
| Target File | INPE-638.pdf | |||
| User Group | administrator simone | |||
| Visibility | shown | |||
| Copy Holder | SID/SCD | |||
| Read Permission | deny from all and allow from 150.163 | |||
| Update Permission | not transferred | |||
| 5. Allied materials | ||||
| Mirror Repository | sid.inpe.br/mtc-m21b/2013/09.26.14.25.22 | |||
| Dissemination | BNDEPOSITOLEGAL | |||
| Host Collection | sid.inpe.br/mtc-m21b/2013/09.26.14.25.20 | |||
| 6. Notes | ||||
| Empty Fields | affiliation archivingpolicy archivist callnumber contenttype copyright creatorhistory date descriptionlevel doi e-mailaddress edition electronicmailaddress format group isbn issn label lineage mark nextedition nexthigherunit notes orcid parameterlist parentrepositories previousedition previouslowerunit progress project readergroup recipient resumeid rightsholder schedulinginformation secondarydate secondarykey secondarymark secondarytype session shorttitle sponsor subject tertiarymark tertiarytype translator type url versiontype | |||
| 7. Description control | ||||
| e-Mail (login) | simone | |||
| update | ||||