Filtering, smoothing and prediction for wide-band noise driven linear systems

DOI10.1016/S0016-0032(96)00052-XzbMath0876.93093MaRDI QIDQ1358705

H. Etikan, N. Semi, Agamirza E. Bashirov

Publication date: 3 July 1997

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

zbMATH Keywords

predictionlinear systemslinear smoothingintegral representation of the wide-band noisewide-band noise driven signal

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

Related Items

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, Representation of systems disturbed by wide band noise

Cites Work

• Control and filtering of wide-band noise driven linear systems
• Optimal control of partially observed systems with arbitrary dependent noises: linear quadratic case
• Filtering and control for wide bandwidth noise driven systems
• On linear filtering under dependent wide-band noise
• Controllability, Observability and Optimal Feedback Control of Affine Hereditary Differential Systems
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