Representation of systems disturbed by wide band noise

DOI10.1016/S0893-9659(02)80013-1zbMath0999.93068MaRDI QIDQ1609522

S. Uğural, Agamirza E. Bashirov

Publication date: 15 August 2002

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

nonlinear filteringwhite noisedistributed delaywide band noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) White noise theory (60H40) Stochastic systems in control theory (general) (93E03)

Related Items (5)

Linear filtering for wide band noise driven observation systems ⋮ Delay structure of wideband noises with application to filtering problems ⋮ Derivation of a Kalman-type filter for linear systems with pointwise delay in signal noise ⋮ Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems ⋮ On partialS-controllability of semilinear partially observable systems

Cites Work

• Unnamed Item
• On filtering equations in infinite dimensions
• Representation and control of infinite dimensional systems. Volume I
• Weak convergence methods and singularly perturbed stochastic control and filtering problems
• Filtering, smoothing and prediction for wide-band noise driven linear systems
• Control and filtering of wide-band noise driven linear systems
• On linear filtering under dependent wide-band noise
• Quadratic Control of Evolution Equations with Delays in Control
• Stochastic Equations in Infinite Dimensions

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