Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise (Q2270879): Difference between revisions
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Revision as of 21:15, 19 March 2024
scientific article
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English | Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise |
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Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise (English)
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29 July 2009
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Gaussian random field
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multiparameter martingale
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nonlinear filtering
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fractional Wiener sheet
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multiple stochastic integral
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