Problem 2.1

On error of estimation and minimum of

cost for wide band noise driven systems

Agamirza E. Bashirov

Department of Mathematics

Eastern Mediterranean University

Mersin 10



The suggested open problem concerns the error of estimation and the minimum of the cost in the filtering and optimal control problems for a partially observable linear system corrupted by wide band noise processes.

Recent results allow to construct a wide band noise process in a certain integral form on the basis of its autocovariance function and design the optimal filter and the optimal control for a partially observable linear system corrupted by such wide band noise processes. Moreover, explicit ...

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