Estimation of fractional Brownian motion with multiresolution Kalman filter banks (Q2723625)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of fractional Brownian motion with multiresolution Kalman filter banks |
scientific article; zbMATH DE number 1614969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of fractional Brownian motion with multiresolution Kalman filter banks |
scientific article; zbMATH DE number 1614969 |
Statements
Estimation of fractional Brownian motion with multiresolution Kalman filter banks (English)
0 references
8 July 2001
0 references
filter bank design
0 references
orthonormal wavelets
0 references
multiscale Kalman filter
0 references
fractional Brownian motion
0 references
