Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise (Q2270879)
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scientific article; zbMATH DE number 5588337
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| English | Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise |
scientific article; zbMATH DE number 5588337 |
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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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0.854239284992218
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0.8489118814468384
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0.814130961894989
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0.8127036094665527
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