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

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dc.contributor.authorBashirov, Agamirza E.
dc.contributor.authorMazhar, Zeka
dc.date.accessioned2016-09-27T10:32:58Z
dc.date.available2016-09-27T10:32:58Z
dc.date.issued2007
dc.departmentEastern Mediterranean University, Faculty of Art and Sciences, Department of Mathematicsen_US
dc.description.abstractIn 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 negligibleen_US
dc.identifier.citationAgamirza E. Bashirov, Zeka Mazhar. ''On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises'' Mathematical Methods in Engineering Journal, 141–149, 2007.en_US
dc.identifier.doi10.1007/978-1-4020-5678-9
dc.identifier.endpage149en_US
dc.identifier.isbn978-1-4020-5677-2 (Print)
dc.identifier.isbn978-1-4020-5678-9 (Online)
dc.identifier.orcidYoken_US
dc.identifier.orcidYoken_US
dc.identifier.startpage141en_US
dc.identifier.urihttp://dx.doi.org/10.1007/978-1-4020-5678-9
dc.identifier.urihttps://hdl.handle.net/11129/2904
dc.language.isoen
dc.publisherSpringeren_US
dc.relation.ispartofMathematical Methods in Engineering
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectAsymptotical Behavioren_US
dc.subjectSolution Of Riccatien_US
dc.subjectEquation Arisingen_US
dc.subjectLinear Filteringen_US
dc.subjectShifted Noisesen_US
dc.titleOn asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noisesen_US
dc.typeArticle

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