The article proves the separation theorem for optimal control of stochastic systems in the case when an observed continuous-discrete-time process possess memory of arbitrary ration relating to a state vector.

In various studies on blind separation of sources, one assumes that sources have the same sign of kurtosis. In fact, this assumption seems very strong and in this paper we studied relation between signal distribution and the sign of the kurtosis. A theoretical result has been found in a simple case. However, for more complex distributions, the kurtosis sign cannot be predicted and may change wi...

This paper demonstrates and exploits some interesting frequency-domain properties of nonstationary signals. Considering these properties, two new methods for blind separation of linear instantaneous mixtures of mutually uncorrelated, nonstationary sources are proposed. These methods are based on spectral decorrelation of the sources. The second method is particularly important because it allows...

Conceptual process design phase is of prime importance to the performance and the profitability of a new or retrofit process. It is also a highly complex task with a large number of process alternatives, a large variety of requirement specifications and large differences in temporal and spatial scales. Therefore, it is essential to continuously improve design methods. The research should not on...

In various studies on blind separation of sources, one assumes that sources have the same sign of kurtosis. In fact, this assumption seems very strong and in this paper we studied relation between signal distribution and the sign of the kurtosis. A theoretical result has been found in a simple case. However, for more complex distributions, the kurtosis sign cannot be predicted and may change wi...

In this work, we will confront the problem of source separation in the field of astrophysics, where the contributions of various Galactic and extra-Galactic components need to be separated from a set of observed noisy mixtures. Most of the previous work on the problem perform blind source separation, assume noiseless models, and in the few cases when noise is taken into account assume Gaussiani...

Blind source separation (BSS) is a problem found in many applications related to acoustics or communications. This paper addresses the blind source separation problem for the case where the source signals are non-stationary and the sensors are noisy. To this end, we propose several useful elementary cost functions which can be combined to an overall cost function. The elementary cost functions ...