Optimal Filtering of a Gaussian Signal in the Presence of Lévy Noise (Q4943903)
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scientific article; zbMATH DE number 1417121
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Filtering of a Gaussian Signal in the Presence of Lévy Noise |
scientific article; zbMATH DE number 1417121 |
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Optimal Filtering of a Gaussian Signal in the Presence of Lévy Noise (English)
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19 March 2000
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nonlinear filtering
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Lévy process
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infinitely-divisible law
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non-Gaussian noise
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