Estimation of fractional Brownian motion with multiresolution Kalman filter banks (Q2723625)
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English | Estimation of fractional Brownian motion with multiresolution Kalman filter banks |
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Estimation of fractional Brownian motion with multiresolution Kalman filter banks (English)
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8 July 2001
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filter bank design
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orthonormal wavelets
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multiscale Kalman filter
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fractional Brownian motion
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