Delay structure of wideband noises with application to filtering problems

Authors


Sinem Ertürk, Department of Mathematics, Eastern Mediterranean University, Famagusta, Northern Cyprus.

E-mail: sinem.erturk@emu.edu.tr

SUMMARY

The paper presents a mathematical theory of handling and working with wideband noises. We demonstrate that a wideband noise can be represented as a distributed delay of a white noise. From this, we deduce that the behavior of a wideband noise is the same as the behavior of an infinite dimensional colored noise along the boundary line. All these are used to deduce a complete set of formulae for the Kalman-type optimal filter and also to derive nonlinear filtering equation for wideband-noise-driven linear and nonlinear systems. Copyright © 2012 John Wiley & Sons, Ltd.

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