Estimation of fractional Brownian motion with multiresolution Kalman filter banks

DOI10.1109/78.757238zbMath0972.93068OpenAlexW2152485846MaRDI QIDQ2723625

G. A. Hirchoren, Carlos E. D'Attellis

Publication date: 8 July 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.757238

zbMATH Keywords

fractional Brownian motionorthonormal waveletsfilter bank designmultiscale Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical methods for wavelets (65T60)

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