Optimal filtering of linear system driven by fractional Brownian motion (Q3086839)
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scientific article; zbMATH DE number 5872315
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| English | Optimal filtering of linear system driven by fractional Brownian motion |
scientific article; zbMATH DE number 5872315 |
Statements
30 March 2011
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linear filtering
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fractional Brownian motion
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optimal control
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convolutional integrals
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approximation scheme
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approximate optimal control computation
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0.8462757468223572
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0.8361642360687256
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0.834776759147644
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0.834008514881134
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