The STUDIA UNIVERSITATIS BABEŞ-BOLYAI issue article summary

The summary of the selected article appears at the bottom of the page. In order to get back to the contents of the issue this article belongs to you have to access the link from the title. In order to see all the articles of the archive which have as author/co-author one of the authors mentioned below, you have to access the link from the author's name.

 
       
         
    STUDIA MATHEMATICA - Issue no. 4 / 2008  
         
  Article:   ON THE FRACTIONAL STOCHASTIC FILTERING.

Authors:  TRAN HUNG THAO, PAIROTE SATTAYATHAM, TIDARUT PLIENPANICH.
 
       
         
  Abstract:  The aim of this note is to introduce an approximate approach to fractional filtering problems, where either the signal process or observation process, or both are perturbed by a fractional noise. Approximate filtering equations are established and the true filtering is considered as the limit case of approximate filterings.  
         
     
         
         
      Back to previous page