Kalman type filter under stationary noises (Q1932741): Difference between revisions

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+Marina Kleptsyna
@@ Property / author: Marina Kleptsyna / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.sysconle.2012.09.007
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+W1974005428
@@ Property / OpenAlex ID: W1974005428 / rank @@
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@@ Property / cites work @@
+Stochastic processes and filtering theory
@@ Property / cites work: Stochastic processes and filtering theory / rank @@
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@@ Property / cites work @@
+Some new algorithms for recursive estimation in constant linear systems
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@@ Property / cites work @@
+Stochastic Volatility Model with Filtering
@@ Property / cites work: Stochastic Volatility Model with Filtering / rank @@
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@@ Property / cites work @@
+Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements
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@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
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@@ Property / cites work @@
+Q3908216
@@ Property / cites work: Q3908216 / rank @@
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@@ Property / cites work @@
+Q3995465
@@ Property / cites work: Q3995465 / rank @@
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@@ Property / cites work @@
+Q4522393
@@ Property / cites work: Q4522393 / rank @@
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@@ Property / cites work @@
+A filter for a hidden Markov chain observed in fractional Gaussian noise
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@@ Property / cites work @@
+Control of discrete-time HMM partially observed under fractional Gaussian noises
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@@ Property / cites work @@
+Kalman Filtering in Triplet Markov Chains
@@ Property / cites work: Kalman Filtering in Triplet Markov Chains / rank @@
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@@ Property / cites work @@
+General approach to filtering with fractional brownian noises — application to linear systems
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@@ Property / cites work @@
+Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises
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@@ Property / cites work @@
+The Fitting of Time-Series Models
@@ Property / cites work: The Fitting of Time-Series Models / rank @@
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@@ Property / cites work @@
+Q3685783
@@ Property / cites work: Q3685783 / rank @@
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