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Analyzing wide-band noise processes with application to control and filtering

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2 Author(s)
Bashirov, A.E. ; Dept. of Math., Eastern Mediterranean Univ., Gazimagusa, Turkey ; Ugural, S.

The concept of wide-band noise is analyzed via a certain integral representation. It is proved that there are infinitely many wide-band noise processes represented in integral form which correspond to the same autocovariance function. Based on this integral representation, a technique of reduction of a wide-band noise driven system to a white noise driven system is presented. This technique is used to modify the separation principle and the Kalman-Bucy filtering to wide-band noise driven systems

Published in:

Automatic Control, IEEE Transactions on  (Volume:47 ,  Issue: 2 )

Date of Publication:

Feb 2002

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