A Nonlinear Filter with Fractional Gaussian Noise

DOI10.1080/07362994.2011.564452zbMath1214.93111OpenAlexW2084488528MaRDI QIDQ3005162

Robert J. Elliott, Jia Deng

Publication date: 7 June 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2011.564452

zbMATH Keywords

change of measurefractional Gaussian noisenonlinear filter

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Unnamed Item
• Exact adaptive filters for Markov chains observed in Gaussian noise
• A Non-Linear Filter

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