Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics

Danielle Afterman, Pavel Chigansky, Marina L. Kleptsyna, Dmytro A. Marushkevych. Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics. SIAM J. Control and Optimization, 60(3):1463-1487, 2022. [doi]

Abstract

Abstract is missing.