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dc.contributor.authorBashirov, Agamirza E.en_US
dc.contributor.authorAbuassba, Kandaen_US
dc.date.accessioned2020-10-14T09:51:50Z
dc.date.available2020-10-14T09:51:50Z
dc.date.issued2018-02-27
dc.identifier.citationBashirov, A. E. & Abuassba, K. (2018). Invariant filtering results for wide band noise driven signal systems. TWMS Journal Of Applied And Engineering Mathematics, 8(1), 71-82.en_US
dc.identifier.issn2146-1147en_US
dc.identifier.issn2587-1013en_US
dc.identifier.urihttp://belgelik.isikun.edu.tr/xmlui/handle/iubelgelik/2645
dc.identifier.urihttp://jaem.isikun.edu.tr/web/index.php/archive/97-vol8no1/323
dc.description.abstractFiltering of wide band noise driven systems accounts the following problem. Given an autocovariance function, there are infinitely 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 filtering 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.en_US
dc.language.isoenen_US
dc.publisherIşık University Pressen_US
dc.relation.ispartofTWMS Journal Of Applied And Engineering Mathematicsen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectWide band noiseen_US
dc.subjectWhite noiseen_US
dc.subjectKalman filteringen_US
dc.subjectLQG problemen_US
dc.subjectPartial controllabilityen_US
dc.subjectDelayen_US
dc.titleInvariant filtering results for wide band noise driven signal systemsen_US
dc.typeArticleen_US
dc.description.versionPublisher's Versionen_US
dc.identifier.volume8
dc.identifier.issue1
dc.identifier.startpage71
dc.identifier.endpage82
dc.peerreviewedYesen_US
dc.publicationstatusPublisheden_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Başka Kurum Yazarıen_US


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