Filtering for Linear Systems Driven by Fractional Brownian Motion

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

Authors

Nasir Uddin Ahmed

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Charalambos D. Charalambous

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