Asymptotically optimal filtering in linear systems with fractional Brownian noises (Q3645228)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5633843
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotically optimal filtering in linear systems with fractional Brownian noises |
scientific article; zbMATH DE number 5633843 |
Statements
16 November 2009
0 references
fractional Brownian motion
0 references
homogeneous linear system
0 references
optimal filtering
0 references
filtering error
0 references
asymptotic variance
0 references
0.8921863436698914
0 references
0.8897110819816589
0 references
0.8894387483596802
0 references
0.8824835419654846
0 references
