Browsing Department of Mathematics by Author "Bashirov, Agamirza E."

Now showing items 1-2 of 2

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

Bashirov, Agamirza E.; Mazhar, Zeka (Springer, 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 ...