Pages that link to "Item:Q1862205"

The following pages link to Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises (Q1862205):

Displaying 26 items.

• Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations (Q380653) (← links)
• Design for estimation of the drift parameter in fractional diffusion systems (Q438676) (← links)
• An anticipative linear filtering equation (Q553370) (← links)
• Asymptotic properties of MLE for partially observed fractional diffusion system (Q625313) (← links)
• A generalization of the Kalman filter to models with infinite variance (Q689167) (← links)
• Asymptotic properties of MLE for partially observed fractional diffusion system with dependent noises (Q1039494) (← links)
• Kalman type filter under stationary noises (Q1932741) (← links)
• A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (Q2133366) (← links)
• Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system (Q2137624) (← links)
• New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions (Q2426014) (← links)
• Large deviations for optimal filtering with fractional Brownian motion (Q2444644) (← links)
• Linear filtering of systems with memory and application to finance (Q2498195) (← links)
• General approach to filtering with fractional brownian noises — application to linear systems (Q2706908) (← links)
• An elementary approach to filtering in systems with fractional Brownian observation noise (Q2769687) (← links)
• Controlled drift estimation in fractional diffusion linear systems (Q2841324) (← links)
• Fractional Diffusion with Partial Observations (Q2890081) (← links)
• A note on fractional Kalman-Bucy filtering (Q2923090) (← links)
• Fractional generalizations of filtering problems and their associated fractional Zakai equations (Q2939459) (← links)
• Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions (Q3185985) (← links)
• On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
• The Kalman-Bucy filter for integrable Lévy processes with infinite second moment (Q3449922) (← links)
• About the linear-quadratic regulator problem under a fractional Brownian perturbation (Q4405589) (← links)
• Nonlinear Filtering with Fractional Brownian Motion Noise (Q4678745) (← links)
• (Q4684388) (← links)
• Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics (Q5081090) (← links)
• Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)