Title of article
Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise
Author/Authors
Anna Amirdjanova، نويسنده , , Matthew Linn، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2008
Pages
19
From page
1766
To page
1784
Abstract
The problem of nonlinear filtering of a random field observed in the presence of a noise, modeled by a persistent fractional Brownian sheet of Hurst index (H1,H2) with 0.5
Keywords
Multiparameter martingale , Nonlinear filtering , Gaussian random field , Duncan–Mortensen–Zakai equation , Fractional Brownian sheet
Journal title
Computers and Mathematics with Applications
Serial Year
2008
Journal title
Computers and Mathematics with Applications
Record number
920785
Link To Document