A filter for a state space model with fractional Gaussian noise (Q608478): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.automatica.2010.06.026 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2059671100 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Measure Theory and Filtering / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Exact adaptive filters for Markov chains observed in Gaussian noise / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Fractional differencing in discrete time / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A filter for a hidden Markov chain observed in fractional Gaussian noise / rank | |||
Normal rank | |||
Latest revision as of 13:11, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A filter for a state space model with fractional Gaussian noise |
scientific article |
Statements
A filter for a state space model with fractional Gaussian noise (English)
0 references
25 November 2010
0 references
fractional Gaussian noise
0 references
change of measure
0 references
EM algorithm
0 references
finite-dimensional filter
0 references
