"Filtering for Linear Systems Driven by Fractional Brownian Motion."

Nasir Uddin Ahmed, Charalambos D. Charalambous (2002)

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DOI: 10.1137/S0363012900368715

access: closed

type: Journal Article

metadata version: 2020-07-09

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Nasir Uddin Ahmed, Charalambos D. Charalambous:
Filtering for Linear Systems Driven by Fractional Brownian Motion. SIAM J. Control. Optim. 41(1): 313-330 (2002)

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