Filtering, smoothing and prediction for wide-band noise driven linear systems
type: Item
instance of: scholarly article
title: Filtering, smoothing and prediction for wide-band noise driven linear systems
zbMATH Open document ID: 0876.93093
DOI: 10.1016/S0016-0032(96)00052-X
author: Hüseyin Etikan
author: N. Semi
author: Agamirza Bashirov
published in: Journal of the Franklin Institute
publication date: 1997-07-03T00:00:00Z
review text: The aim of this article is to study the linear smoothing and prediction problems for the wide-band noise driven signal and the white noise driven observations. Using the integral representation of the wide-band noise, the authors prove the existence of a unique optimal smoother, and of a unique optimal predictor. It is worth to notice that while the optimal smoother is synthesized in the same (classical) form as that for the white noise driven systems, the results obtained for the optimal predictor are different in comparison with those for the white noise driven systems.
reviewed by: Neculai Curteanu
Mathematics Subject Classification ID: 93E14
Mathematics Subject Classification ID: 93C05
zbMATH DE Number: 1028994
zbMATH Keywords: linear systems
zbMATH Keywords: linear smoothing
zbMATH Keywords: prediction
zbMATH Keywords: wide-band noise driven signal
zbMATH Keywords: integral representation of the wide-band noise
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1028994