General approach to filtering with fractional brownian noises — application to linear systems (Q2706908)

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General approach to filtering with fractional brownian noises — application to linear systems
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    General approach to filtering with fractional brownian noises — application to linear systems (English)
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    2 July 2001
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    innovation process
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    Kalman equations
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    fractional Bronian motion
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    integral representation
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    filtering
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