Some Estimation Problems in Infinite Dimensional Gaussian White Noise

1997 ◽  
pp. 259-274 ◽  
Author(s):  
I. Ibragimov ◽  
R. Khasminskii
2016 ◽  
Vol 4 (1) ◽  
pp. 18
Author(s):  
Hakeem Othman

<p>Based on an adequate new Gel'fand triple,  we construct the infinite dimensional free Gaussian white noise measure \(\mu\) using the Bochner-Minlos theorem. Next, we give the chaos decomposition of an \(L^{2}\) space with respect to the measure \(\mu\).</p>


2020 ◽  
Vol 2020 ◽  
pp. 1-8
Author(s):  
Anis Riahi ◽  
Amine Ettaieb ◽  
Wathek Chammam ◽  
Ziyad Ali Alhussain

In this paper, a characterization theorem for the S -transform of infinite dimensional distributions of noncommutative white noise corresponding to the p , q -deformed quantum oscillator algebra is investigated. We derive a unitary operator U between the noncommutative L 2 -space and the p , q -Fock space which serves to give the construction of a white noise Gel’fand triple. Next, a general characterization theorem is proven for the space of p , q -Gaussian white noise distributions in terms of new spaces of p , q -entire functions with certain growth rates determined by Young functions and a suitable p , q -exponential map.


2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Yajie Li ◽  
Zhiqiang Wu ◽  
Guoqi Zhang ◽  
Feng Wang ◽  
Yuancen Wang

Abstract The stochastic P-bifurcation behavior of a bistable Van der Pol system with fractional time-delay feedback under Gaussian white noise excitation is studied. Firstly, based on the minimal mean square error principle, the fractional derivative term is found to be equivalent to the linear combination of damping force and restoring force, and the original system is further simplified to an equivalent integer order system. Secondly, the stationary Probability Density Function (PDF) of system amplitude is obtained by stochastic averaging, and the critical parametric conditions for stochastic P-bifurcation of system amplitude are determined according to the singularity theory. Finally, the types of stationary PDF curves of system amplitude are qualitatively analyzed by choosing the corresponding parameters in each area divided by the transition set curves. The consistency between the analytical solutions and Monte Carlo simulation results verifies the theoretical analysis in this paper.


Author(s):  
R S Sharp

The article is about steering control of cars by drivers, concentrating on following the lateral profile of the roadway, which is presumed visible ahead of the car. It builds on previously published work, in which it was shown how the driver's preview of the roadway can be combined with the linear dynamics of a simple car to yield a problem of discrete-time optimal-linear-control-theory form. In that work, it was shown how an optimal ‘driver’ of a linear car can convert the path preview sample values, modelled as deriving from a Gaussian white-noise process, into steering wheel displacement commands to cause the car to follow the previewed path with an attractive compromise between precision and ease. Recognizing that real roadway excitation is not so rich in high frequencies as white-noise, a low-pass filter is added to the system. The white-noise sample values are filtered before being seen by the driver. Numerical results are used to show that the optimal preview control is unaltered by the inclusion of the low-pass filter, whereas the feedback control is affected diminishingly as the preview increases. Then, using the established theoretical basis, new results are generated to show time-invariant optimal preview controls for cars and drivers with different layouts and priorities. Tight and loose controls, representing different balances between tracking accuracy and control effort, are calculated and illustrated through simulation. A new performance criterion with handling qualities implications is set up, involving the minimization of the preview distance required. The sensitivities of this distance to variations in the car design parameters are calculated. The influence of additional rear wheel steering is studied from the viewpoint of the preview distance required and the form of the optimal preview gain sequence. Path-following simulations are used to illustrate relatively high-authority and relatively low-authority control strategies, showing manoeuvring well in advance of a turn under appropriate circumstances. The results yield new insights into driver steering control behaviour and vehicle design optimization. The article concludes with a discussion of research in progress aimed at a further improved understanding of how drivers control their vehicles.


2008 ◽  
Vol 08 (02) ◽  
pp. L229-L235 ◽  
Author(s):  
LEI ZHANG ◽  
JUN HE ◽  
AIGUO SONG

Recently, it was reported that some saturation nonlinearities could effectively act as noise-aided signal-noise-ratio amplifiers. In the letter we consider the signal detection performance of saturation nonlinearities driven by a sinusoidal signal buried in Gaussian white noise. It is showed that the signal detection statistics still undergo a nonmonotonic evolution as noise is raised. We also particularly show that an improvement of the SNR in terms of the first harmonic does not imply the possibility to improve the signal detection performance through stochastic resonance. The study might also complement other reports about stochastic resonance in saturation nonlinearities.


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