New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (Q2426014): Difference between revisions
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Revision as of 08:07, 5 March 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)
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17 April 2008
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Gaussian process
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multiple stochastic integral
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nonlinear filtering
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fractional Brownian motion
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Zakai equation
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