Partially observable linear systems under dependent noises
type: Item
instance of: scholarly article
title: Partially observable linear systems under dependent noises
zbMATH Open document ID: 1012.93001
author: Agamirza Bashirov
published in: Systems \& Control: Foundations \& Applications
publication date: 2003-03-10T00:00:00Z
review text: The author starts with some comments on the role of noise in the Arts and Sciences: The artists create ``deliberate noise'', ``the best masterpieces of literature, music, modern fine art etc. are those where a clear idea, traditionally related to such concept as love, is presented under a skilful veil of ``deliberate noise''. On the contrary, scientists fight against noise; ``A scientific discovery is a law of nature extracted from a noisy medium and refined''. But is love an idea or a concept? And is it as clear as the author means? If Art draws on ambiguous feelings in reality, there is certainly not necessarily a need for an activity of superimposed dissimulation as the author suggests. Further many respectable scientists do not believe that randomness is intrinsic to nature, so the mentioned activity of extraction would not make sense. Conversely other respectable scientists believe that noise is part of the world, so that getting rid of it would be an act of dissimulation. Actually engineers (are they seen then as artists?) reinject noise in their deterministic formulas as a modelling tool. Also ``fighting'' may not be a correct description of scientific activity in general, curiosity and love being a motivation for scientific enquiry in some cases. It would be interesting to see the reasons for this formal separation of the Arts and the Sciences. It is not isolated, going in line with the common pejorative expression in French ``flou artistique''. Let us mention that other scientists defended an exactly opposite standpoint, like \textit{W. Lowen} [Int. J. Gen. Syst. 30, 509-512 (2001; Zbl 0999.93007)], being unconvincing as well. This book deals with key issues in control theory, namely the interaction between optimal control and observation and/or estimation issues. The specificity is that here the observation noise and the system noise may be dependent and coloured. Moreover quantities evolve in possibly infinite-dimensional spaces. As a consequence, some el…
Mathematics Subject Classification ID: 93-02
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E14
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93C25
Mathematics Subject Classification ID: 93B05
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 60H40
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 1879198
zbMATH Keywords: optimal control
zbMATH Keywords: estimation
zbMATH Keywords: infinite-dimensional spaces
zbMATH Keywords: wide band noise
zbMATH Keywords: colored noises
zbMATH Keywords: separation principle
zbMATH Keywords: duality
zbMATH Keywords: shifted white noise
zbMATH Keywords: filtering
zbMATH Keywords: smoothing
zbMATH Keywords: stochastic controllability
reviewed by: A. Akutowicz
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1879198