Nonlinear filtering with fractional Brownian motion noise
- Author
- JIE XIONG1 ; XINGQIU ZHAO2
[1] Department of Mathematics, University of Tennessee, Knoxville, Tennessee, United States
[2] Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Alberta, Canada - Source
Stochastic analysis and applications. 2005, Vol 23, Num 1, pp 55-67, 13 p ; ref : 19 ref
- CODEN
- SAAPDA
- ISSN
- 0736-2994
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Taylor & Francis, Philadelphia, PA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Analyse stochastique Filtrage Problème non linéaire Processus Markov Processus diffusion Traitement signal Unicité solution 60G35 60J05 60J60 60J99 62M02 62M05 62M20 Mouvement brownien fractionnaire
- Keyword (en)
- Stochastic analysis Filtering Nonlinear problems Markov process Diffusion process Signal processing Solution uniqueness Fractional brownian motion
- Keyword (es)
- Análisis estocástico Filtrado Proceso Markov Proceso difusión Procesamiento señal Unicidad solución
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01I Stochastic analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 16577536
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1081/SAP-200044429 
https://dx.doi.org/10.1081/SAP-200044429
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