On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises

dc.contributor.author	Mazhar, Zeka
dc.contributor.author	Bashirov, Agamirza E.
dc.date.accessioned	2016-07-18T08:06:45Z
dc.date.available	2016-07-18T08:06:45Z
dc.date.issued	2007
dc.identifier.uri	http://dx.doi.org/10.1007/978-1-4020-5678-9_10
dc.identifier.uri	http://hdl.handle.net/11129/2831
dc.description	Due to copyright restrictions, the access to the publisher version (published version) of this article is only available via subscription. You may click URI and have access to the Publisher Version of this article through the publisher web site or online databases, if your Library or institution has subscription to the related journal or publication	en_US
dc.description.abstract	In this paper we consider a linear signal system together with the two linear observation systems. The observation systems differ from each other by the noise processes. The noise of one of them is a constant shift in time of the signal noise. In the other one the shift is neglected. Respectively, we consider two best estimates of the signal corresponding to two different observation systems. The following problem is investigated: whether the effect of the shift on the best estimate becomes negligible as time increases. This leads to a comparison of the asymptotical behaviors of the solutions of respective Riccati equations. It is proved that under a certain relation between the parameters, the effect of the shift is not negligible.	en_US
dc.language.iso	eng	en_US
dc.publisher	Springer Netherlands	en_US
dc.relation.isversionof	10.1007/978-1-4020-5678-9_10	en_US
dc.rights	info:eu-repo/semantics/closedAccess	en_US
dc.subject	Engineering, Simulation and Modeling, Systems Theory	en_US
dc.subject	MATHEMATICAL	en_US
dc.title	On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises	en_US
dc.type	article	en_US
dc.relation.journal	Mathematical Methods in Engineering	en_US
dc.contributor.department	Eastern Mediterranean University, Faculty of Arts & Sciences, Department of Mathematics	en_US
dc.identifier.startpage	141	en_US
dc.identifier.endpage	149	en_US