Kalman filtering for self-similar processes

Birsen Yazici, Meltem Izzetoglu, Banu Onaral, Nihat Bilgutay. Kalman filtering for self-similar processes. Signal Processing, 86(4):760-775, 2006. [doi]

@article{YaziciIOB06,
  title = {Kalman filtering for self-similar processes},
  author = {Birsen Yazici and Meltem Izzetoglu and Banu Onaral and Nihat Bilgutay},
  year = {2006},
  doi = {10.1016/j.sigpro.2005.06.009},
  url = {http://dx.doi.org/10.1016/j.sigpro.2005.06.009},
  researchr = {https://researchr.org/publication/YaziciIOB06},
  cites = {0},
  citedby = {0},
  journal = {Signal Processing},
  volume = {86},
  number = {4},
  pages = {760-775},
}