Partially Observable Linear Systems Under Dependent Noises

This book discusses the methods of fighting against noise. It can be regarded as a mathematical view of specific engineering problems with known and new methods of control and estimation in noisy media.
The target readers of this book are both applied mathematicians and theoretically oriented engineers who are designing new technology, as well as students of the related branches. The book may also be used as a reference manual in that part of functional analysis that is needed for problems of infinite dimensional linear systems theory.