Maximum likelihood estimation of fractional Brownian motion and Markov noise parameters

DOI10.2514/3.21398zbMath0854.93138OpenAlexW2016866179MaRDI QIDQ4841465

Michael E. Ash, Matthew E. Skeen

Publication date: 5 January 1997

Published in: Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/42527

zbMATH Keywords

maximum likelihood estimationfractional Brownian motion

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Brownian motion (60J65)

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