INVARIANT FILTERING RESULTS FOR WIDE BAND NOISE DRIVEN SIGNAL SYSTEMS

A. E. BASHIROV; K. ABUASSBA

Makale detayları

INVARIANT FILTERING RESULTS FOR WIDE BAND NOISE DRIVEN SIGNAL SYSTEMS

Yazarlar:

A. E. BASHIROV | K. ABUASSBA

Yayıncı:

Turkic World Mathematical Society

Dergi:

TWMS Journal of Applied and Engineering Mathematics 2018 Vol.8 Issue 1, pp.71-82

Belge Tipi:

Makale

Yayın Tarihi:

5/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000746142

Sıklık:

Aylık

eISSN:

2587-1013

pISSN:

2146-1147

Özet:

 

Filtering of wide band noise driven systems accounts the following problem. Given an autocovariance function, there are innitely many wide band noise processes, which have this autocovariance function. Each of them produces its own best estimate. The problem is a selection of the best one of these best estimates. A similar problem arises in control theory as a selection of optimal one of the optimal controls. In this paper we investigate this problem for a wide class of wide band noises. It is proved that in the case of independent wide band and white noises corrupting, respectively, the signal and observations, the best estimates and the optimal controls in the linear ltering and LQG problems are independent of the respective wide band noises. We present a complete set of formulae for the best estimate and, respectively, for the optimal control in terms of the system parameters and autocovariance function of the wide band noise disturbing the signal system.

Makale detayları

INVARIANT FILTERING RESULTS FOR WIDE BAND NOISE DRIVEN SIGNAL SYSTEMS

Yazarlar: A. E. BASHIROV | K. ABUASSBA

Yayıncı: Turkic World Mathematical Society

Dergi: TWMS Journal of Applied and Engineering Mathematics 2018 Vol.8 Issue 1, pp.71-82

Belge Tipi: Makale

Yayın Tarihi: 5/2018

Belge Dili: İngilizce

Document ID (Org No.): 2000746142

Sıklık: Aylık

eISSN: 2587-1013

pISSN: 2146-1147

Sayı

Yazarlar:

A. E. BASHIROV | K. ABUASSBA

Yayıncı:

Turkic World Mathematical Society

Dergi:

TWMS Journal of Applied and Engineering Mathematics 2018 Vol.8 Issue 1, pp.71-82

Belge Tipi:

Makale

Yayın Tarihi:

5/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000746142

Sıklık:

Aylık

eISSN:

2587-1013

pISSN:

2146-1147