New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions
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Publication:2426014
DOI10.1016/j.camwa.2006.08.011zbMath1136.60329OpenAlexW2088869744MaRDI QIDQ2426014
Publication date: 17 April 2008
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2006.08.011
fractional Brownian motionGaussian processnonlinear filteringZakai equationmultiple stochastic integral
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