Kalman type filter under stationary noises
type: Item
instance of: scholarly article
title: Kalman type filter under stationary noises
zbMATH Open document ID: 1255.93143
author: Alexandre Brouste
author: Marina Kleptsyna
published in: Systems \& Control Letters
publication date: 2013-01-21T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 6127759
zbMATH Keywords: Kalman filter
zbMATH Keywords: non-white noises
zbMATH Keywords: fractional Gaussian noises
zbMATH Keywords: optimal filtering
MaRDI profile type: Publication
full work available at URL: j.sysconle.2012.09.007
OpenAlex ID: W1974005428
cites work: Stochastic processes and filtering theory
cites work: Some new algorithms for recursive estimation in constant linear systems
cites work: Stochastic Volatility Model with Filtering
cites work: Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements
cites work: Q3969647
cites work: Q3908216
cites work: Q3995465
cites work: Q4522393
cites work: A filter for a hidden Markov chain observed in fractional Gaussian noise
cites work: Control of discrete-time HMM partially observed under fractional Gaussian noises
cites work: Kalman Filtering in Triplet Markov Chains
cites work: General approach to filtering with fractional brownian noises — application to linear systems
cites work: Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises
cites work: The Fitting of Time-Series Models
cites work: Q3685783
DOI: 10.1016/J.SYSCONLE.2012.09.007
description: scientific article; zbMATH DE number 6127759