Estimation of fractional Brownian motion with multiresolution Kalman filter banks (Q2723625)

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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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