New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (Q2426014): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:02, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions |
scientific article |
Statements
New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (English)
0 references
17 April 2008
0 references
Gaussian process
0 references
multiple stochastic integral
0 references
nonlinear filtering
0 references
fractional Brownian motion
0 references
Zakai equation
0 references
