New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (Q2426014)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions |
scientific article; zbMATH DE number 5265383
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions |
scientific article; zbMATH DE number 5265383 |
Statements
New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (English)
0 references
17 April 2008
0 references
Gaussian process
0 references
multiple stochastic integral
0 references
nonlinear filtering
0 references
fractional Brownian motion
0 references
Zakai equation
0 references
0 references
0 references
0.8044872283935547
0 references
0.8004250526428223
0 references
0.7984746098518372
0 references
0.7981060743331909
0 references
0.795688271522522
0 references
