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Problemy Peredachi Informatsii, 1998, Volume 34, Issue 2, Pages 65–76 (Mi ppi405)  
This article is cited in 4 scientific papers (total in 4 papers)

Methods of Signal Processing

Nonlinear Filtering with Fractional Brownian Motion

M. L. Kleptsyna, P. E. Kloeden, V. V. Anh
Full-text PDF (867 kB) Citations (4)
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Abstract: A Kalman-type system of integral equations is obtained for a nonlinear filtering problem in which the noise generating the signal is a fractional Brownian motion with long-range dependence and the observational process appears in functional form in both the signal and observation equations.
Received: 14.10.1996
Revised: 22.01.1998
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.28
Language: Russian
Citation: M. L. Kleptsyna, P. E. Kloeden, V. V. Anh, “Nonlinear Filtering with Fractional Brownian Motion”, Probl. Peredachi Inf., 34:2 (1998), 65–76; Problems Inform. Transmission, 34:2 (1998), 150–160
Citation in format AMSBIB
\Bibitem{KleKloAnh98}
\by M.~L.~Kleptsyna, P.~E.~Kloeden, V.~V.~Anh
\paper Nonlinear Filtering with Fractional Brownian Motion
\jour Probl. Peredachi Inf.
\yr 1998
\vol 34
\issue 2
\pages 65--76
\mathnet{http://mi.mathnet.ru/ppi405}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1657388}
\zmath{https://zbmath.org/?q=an:0920.93037}
\transl
\jour Problems Inform. Transmission
\yr 1998
\vol 34
\issue 2
\pages 150--160
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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