A Bayes Formula for Gaussian Noise Processes and its Applications (Q4507482)

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scientific article; zbMATH DE number 1519380
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A Bayes Formula for Gaussian Noise Processes and its Applications
scientific article; zbMATH DE number 1519380

    Statements

    A Bayes Formula for Gaussian Noise Processes and its Applications (English)
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    18 October 2000
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    filtering
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    Gaussian noise process
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    Bayes formula
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    Ornstein-Uhlenbeck dispersion process
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    Zakai equation
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    fractional Brownian motion
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