On linear filtering under dependent wide-band noise
作者:
A. E. Bashirov,
期刊:
Stochastics
(Taylor Available online 1988)
卷期:
Volume 23,
issue 4
页码: 413-437
ISSN:0090-9491
年代: 1988
DOI:10.1080/17442508808833502
出版商: Gordon and Breach, Science Publishers, Inc
关键词: Linear filtering;wide-band noise;mild evolution operator
数据来源: Taylor
摘要:
Two linear filtering problems with wide-band noise on either the signal or the observations are considered. The optimal filters in these problems are obtained as the Kalman-Bucy type. The case when both the signal and the observations are subjected to the effects of wide-band noise is the synthesis of the above-mentioned cases. The other possible cases are discussed.
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