Now showing items 1-3 of 3
Finite lag receivers for analog communication
The problem of designing optimum receivers with a finite built-in delay, for a class of stochastic signals, is considered. The approach used here is based on the so-called fixed-lag smoothing techniques. Specific cases of ...
Least-squares state estimation in time-delay systems with colored observation noise: An innovations approach
the method of innovations approach has been applied to develop an algorithm for the least-squares state estimation of a non-stationary linear discrete system with multiple time-delays, based on observations involving ...
On optimal stationary control of systems with state dependent noise
This note proposes a simplified existence criterion for the linear quadratic optimal control law for systems with state dependent noise.