The influence of the zeros of a system on the solvability of optimal filtering with colored noise (Q1903432)
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scientific article; zbMATH DE number 821811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The influence of the zeros of a system on the solvability of optimal filtering with colored noise |
scientific article; zbMATH DE number 821811 |
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The influence of the zeros of a system on the solvability of optimal filtering with colored noise (English)
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10 January 1996
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The paper studies the influence of system zeros for the solution of linear filtering problems with both white and colored noise in the dynamical and observations equations. It is shown that the filtering problem can be solved if the transfer zeros do not coincide with the poles of the dynamical system generating the colored noise. An illustrative example is provided.
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system zeros
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linear filtering
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colored noise
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0.88872844
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0.87836576
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0.8466539
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0.84535027
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0.8444892
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0.8432712
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0.83691096
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