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 :
