Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise

DOI10.1016/j.camwa.2007.08.032zbMath1145.60024arXiv0707.3856OpenAlexW2091518494MaRDI QIDQ2425456

Matthew Linn, Anna Amirdjanova

Publication date: 5 May 2008

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.3856

zbMATH Keywords

Duncan-Mortensen-Zakai equationGaussian random fieldfractional Brownian sheetmultiparameter martingale

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise

Cites Work

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