Estimation Technique Using Covariance Data in Linear Continuous Stochastic Systems
Seiichi Nakamori · Transactions of the Society of Instrument and Control Engineers · 1993
In the estimation problem using covariance information, the semi-degenerate kernel is suitable for expressing the autocovariance function of the stationary stochastic signal process.This paper proposes a simple technique which represents the autocovariance function approximately in the semi-degenerate kernel form.