New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a ?nite-dimensional closed system of ?ltering eq- tions for a certain number of lower conditional moments.
Microphone Array Signal Processing
Microphone arrays have attracted a lot of interest in the last two decades. The reason behind this is that they have the potential to solve many important problems in both human-machine and human-human interfaces for different kinds of communications. But before microphone arrays can be deployed broadly, there is a strong need for a deep understanding of the problems encountered in the real world and their clear formulation in order that useful algorithms can be developed to process the sensor signals.

