A Bayes Formula for Gaussian Noise Processes and its Applications (Q4507482)
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scientific article; zbMATH DE number 1519380
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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