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]
@article{AhmedC02,
title = {Filtering for Linear Systems Driven by Fractional Brownian Motion},
author = {Nasir Uddin Ahmed and Charalambos D. Charalambous},
year = {2002},
doi = {10.1137/S0363012900368715},
url = {http://dx.doi.org/10.1137/S0363012900368715},
researchr = {https://researchr.org/publication/AhmedC02},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {41},
number = {1},
pages = {313-330},
}