Book Chapters – Mathematics

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

Mazhar, Zeka; Bashirov, Agamirza E. (Springer Netherlands, 2007)

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 ...