Filtering for linear systems driven by fractional Brownian motion

Nasir U. Ahmed, Charalambos D. Charalambous. Filtering for linear systems driven by fractional Brownian motion. In 39th IEEE Conference on Decision and Control, CDC 2000, Sydney, Australia, December 12-15, 2000. pages 4259-4263, IEEE, 2000. [doi]

Authors

Nasir U. Ahmed

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Charalambos D. Charalambous

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