{"entities":{"Q5942848":{"pageid":8119650,"ns":120,"title":"Item:Q5942848","lastrevid":97676465,"modified":"2026-06-05T15:12:47Z","type":"item","id":"Q5942848","labels":{"en":{"language":"en","value":"The Kalman-L\u00e9vy filter"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1643755"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$C2C89080-27A5-444A-A097-7612247CE776","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b541971b425764769b7f6d37fe241f91a4e7d398","datavalue":{"value":{"text":"The Kalman-L\u00e9vy filter","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5942848$6D8A5301-2A21-49B9-88B5-99811712BA1F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"f4d04341b6b85241334d5632477524fe83d2da68","datavalue":{"value":"1020.93025","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5942848$C4D65EEF-D791-4BC1-845C-87FCED35A063","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2bfa54d6f10f676ea1ed7a9ff0e41d0455301512","datavalue":{"value":"10.1016/S0167-2789(01)00228-7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5942848$72593AEB-4A7D-4D95-8521-C7143314AA84","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a63e9bd7e2cd802322d14efd2c5f66cde9fea43c","datavalue":{"value":{"entity-type":"item","numeric-id":393478,"id":"Q393478"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$54D4CDBC-6E45-44D6-BF57-4537BECFB502","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5abdfc5ed65649424e7df95c63bb6e87fb2a1e92","datavalue":{"value":{"entity-type":"item","numeric-id":201582,"id":"Q201582"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$B845A853-015C-4CDB-98CC-1D64FCD0AE0E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"12dfe463ac46f312e42e373ed9ea428c10a53cb2","datavalue":{"value":{"entity-type":"item","numeric-id":161871,"id":"Q161871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$15332068-65A5-4F55-A39D-752681FBC859","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"6036fa9f632cb77b900f38bb34425b6f073a7dff","datavalue":{"value":{"time":"+2002-05-07T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5942848$805A6646-EAB6-446C-A37F-D57CFBAFA69B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"12a580760da8b84869a3b7d21a02a06cd6e2205a","datavalue":{"value":"https://arxiv.org/abs/cond-mat/0004369","type":"string"},"datatype":"url"},"type":"statement","id":"Q5942848$A564CC8F-BDD4-4DE8-B7FE-4EA311029B76","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"12aba517f0323c02b7dfdcc4c986e57ba4e5a41e","datavalue":{"value":"Conclusion of the authors: We have presented the solution of the Kalman filter problem for dynamical and forecast noises distributed according to power laws and L\u00e9vy laws. The main theoretical concept that we have used is to optimize the Kalman filter to chisel the tail of the distribution of residual errors so as to minimize it globally. In order to implement this program, we have introduced the concept of a ``tail-covariance'' that generalizes the usual notion of covariance. The full solution, called the KL filter, is obtained by the solution of a general nonlinear equation. We have investigated in detail the quality of this solution in the univariate case and have shown by direct numerical experiments that the improvement is significant, all the more so, the heavier the tail, i.e. the smaller the power law exponent \\(\\mu\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q5942848$5EACEB66-8607-4FF3-BEB6-A059D1F98C53","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"1c0945e18b0b23133ee45c006ebf049ed908bd0f","datavalue":{"value":{"entity-type":"item","numeric-id":591981,"id":"Q591981"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$D812F744-609E-4F0C-A022-96A69BF40324","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"19887720c9f9a189dd61bc85aa051ea9f0a2325d","datavalue":{"value":"93E11","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5942848$D9519F14-69E2-435B-8D69-F82B253368EE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3606c6d4873075dbaae0fe03a71785597decdf26","datavalue":{"value":"1643755","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5942848$ADC864B6-54FD-4A61-9850-3CF0D848582C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c677ed03330be4a193142d5aaf036ab2aca26c2c","datavalue":{"value":"tail-covariance","type":"string"},"datatype":"string"},"type":"statement","id":"Q5942848$4CD6798A-1B17-4FFC-99F6-18FCCE3B8D3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"892b8f6e94d69de5fe79e35174ac1294ce4d29ea","datavalue":{"value":"Kalman filter","type":"string"},"datatype":"string"},"type":"statement","id":"Q5942848$823B6764-3136-4310-8C7A-B20F7706EAFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"37fb8996f69f9df6424080cfc15d2502e7a5ba12","datavalue":{"value":"power laws","type":"string"},"datatype":"string"},"type":"statement","id":"Q5942848$25A5A747-1D84-4636-ADC5-BD0329094DBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"43672e4ef7ad675f6974258dc7cdfa5a9425bd88","datavalue":{"value":"L\u00e9vy laws","type":"string"},"datatype":"string"},"type":"statement","id":"Q5942848$9827AED9-7CF5-4AC5-BD73-C2A215BD6621","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a82a4ec8308c72f624f421aa71c5a0334ab50b15","datavalue":{"value":"residual errors","type":"string"},"datatype":"string"},"type":"statement","id":"Q5942848$360B3D5E-4D71-49BB-95E4-8BAC7D48EA9A","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"1e3bf8e786785f82f360f5fa8b29e0097fe45dc9","datavalue":{"value":{"entity-type":"item","numeric-id":39517,"id":"Q39517"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$56863FDC-F378-42D7-9866-237CB1B095DD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$10D85EA6-2C69-4A82-8383-64203CE3AD24","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7b35c9fecad9f013317c7c8097487747dec736e","datavalue":{"value":{"entity-type":"item","numeric-id":4943903,"id":"Q4943903"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$0B8DCBEC-F287-4929-838C-C199920CB2F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe91454bb89d56e8bf9b3671ba7e7442f8d88dd0","datavalue":{"value":{"entity-type":"item","numeric-id":4506928,"id":"Q4506928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$7F4C2FDF-EA2F-41BB-A377-5B012C399B84","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"20a5f34ec18b57b6b70f0731ca90654c9b5b2798","datavalue":{"value":{"entity-type":"item","numeric-id":4216098,"id":"Q4216098"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$21FB6451-8617-49DC-A136-354D1C3395EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d66c88d6a390c81f8c793f77ef18367a6714a818","datavalue":{"value":{"entity-type":"item","numeric-id":4109171,"id":"Q4109171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$4748E633-8DE9-48E1-865D-ADF78A53FB0E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"107b069bb038edf904c45e873f9f13e85d86ec07","datavalue":{"value":{"entity-type":"item","numeric-id":5512461,"id":"Q5512461"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$171F194D-926A-47BD-88CF-16E296A390F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"529cbd158a9c0549df9da34d00be8a4436de0fe0","datavalue":{"value":{"entity-type":"item","numeric-id":3221596,"id":"Q3221596"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$85F4A206-9B8C-4B04-BB3E-002D89725A0E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dac7ec5b1b50142636a090ec15d2f3f0179367c9","datavalue":{"value":{"entity-type":"item","numeric-id":5829358,"id":"Q5829358"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$7E22E30E-B4AB-40D3-AEA6-640EF41A919E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf1790fc7e38ff45f10beec90a3a3a8e3c515837","datavalue":{"value":{"entity-type":"item","numeric-id":758004,"id":"Q758004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$F301B5E2-C06B-4E42-B93C-0D1F95398778","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1d0e96c25bfce0166aedcc61159ee13317e3284a","datavalue":{"value":{"entity-type":"item","numeric-id":4315010,"id":"Q4315010"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$B0A92469-32C6-4C87-937D-F12990CE7006","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b9b23ea64f7044bb7ebd7b67d2560833881e383","datavalue":{"value":{"entity-type":"item","numeric-id":3703206,"id":"Q3703206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$001694D4-A5A5-40C5-8BFD-81A61F7268DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3384e458796f68ffe77da2039eab14e92146832b","datavalue":{"value":{"entity-type":"item","numeric-id":1211309,"id":"Q1211309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$D47A535C-8041-45CA-B9EF-677BBFEAAEBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6d7e8101472608d22664ec2308b2f2949211c1cc","datavalue":{"value":{"entity-type":"item","numeric-id":689167,"id":"Q689167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$C4BD1C2A-0E34-4FC8-B29A-A62F54CBFD5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ab6fee4b6f205dc2799a854bbf7cf0eedacbbfb","datavalue":{"value":{"entity-type":"item","numeric-id":4301585,"id":"Q4301585"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$26466026-5F3A-461F-87B8-9E2A1FB21060","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c3bb1a6c870a0a2387002eed540b143ffdb7d86","datavalue":{"value":{"entity-type":"item","numeric-id":1589310,"id":"Q1589310"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$BED36FE2-2A49-414D-B3B2-F99850BF126A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4aad14381ae6deb4bc903ddb6a26a03b32b93331","datavalue":{"value":{"entity-type":"item","numeric-id":3218980,"id":"Q3218980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$E306B9F5-0336-4C8C-91BC-4FCEDD86086A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e490c53065e36c7e40bc192529b3bf85e8be2433","datavalue":{"value":{"entity-type":"item","numeric-id":3130024,"id":"Q3130024"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5942848$9BBC80B9-9938-4A4E-89E2-5B9E89324BD2","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f5fde51298cc1e9119b93a794c6ba57537b19613","datavalue":{"value":{"entity-type":"item","numeric-id":3449922,"id":"Q3449922"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f6ad2877c6239db289d5784de958721b094bf8fb","datavalue":{"value":{"amount":"+0.7747687697410583","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5942848$A15BC1BB-F657-48CD-B968-E39843EA518B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9d8a02e94cb001708e7b319755283695bc6a2da5","datavalue":{"value":{"entity-type":"item","numeric-id":3295375,"id":"Q3295375"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8fb447eb72dd189d726ccffe0b74aa814165cf92","datavalue":{"value":{"amount":"+0.7737206816673279","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5942848$3210344F-14F0-4F58-BE77-4E6ABB9BA273","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f7350e59b239ec1befbaa4d4a1ff6fc01be214e2","datavalue":{"value":{"entity-type":"item","numeric-id":689167,"id":"Q689167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"da5eb2df9cf8c2cfce9017bd00cf5d2823bad028","datavalue":{"value":{"amount":"+0.7714791893959045","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5942848$F82D62F9-54F2-4E8E-8F0D-0B304CF8005B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5fb3f816e64dda0b21d9d194bcfc02ca906c656d","datavalue":{"value":{"entity-type":"item","numeric-id":1902593,"id":"Q1902593"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b07441470b18a23f680907136681f0cfee74161d","datavalue":{"value":{"amount":"+0.7699945569038391","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5942848$167F2073-24F5-42C2-B85A-292C74CB5F52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f429ffebfcdd902b5ed20fc2a2af9eb45ff7b490","datavalue":{"value":{"entity-type":"item","numeric-id":4943903,"id":"Q4943903"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1ebda3eb14aa3a1434b276530b7b5007034d0583","datavalue":{"value":{"amount":"+0.7460996508598328","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5942848$386062C1-6617-4BC0-B4BD-67E88897A333","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"The Kalman-L\u00e9vy filter","badges":[]}}}}}