Open AccessLinear minimax filtering of scalar random process at presence of fuzzy disturbance with limited variance in net component of observation
Author(s) -
I. G Sidorov
Publication year - 2014
Publication title -
izvestiâ mgtu "mami"
Language(s) - English
Resource type - Journals
eISSN - 2949-1428
pISSN - 2074-0530
DOI - 10.17816/2074-0530-67447
Subject(s) - disturbance (geology) , minimax , mathematics , scalar (mathematics) , white noise , moment (physics) , variance (accounting) , component (thermodynamics) , spectral density , noise (video) , stochastic process , control theory (sociology) , mathematical optimization , statistics , computer science , physics , artificial intelligence , control (management) , paleontology , geometry , accounting , classical mechanics , business , image (mathematics) , biology , thermodynamics
In this paper the author investigates the problem of scalar minimax filtering in the presence of an unknown fuzzy disturbance in a stationary process with a known spectral density. It is known only moment restrictions about spectral density of the disturbance. The disturbance satisfies the restrictions with specified subset of possible concentration of the positive measure frequency axis (possibly infinite). Interference measurement is assumed to be given as a white noise of known intensity. Illustrative examples are given.