Non-linear filtering with Gaussian martingale noise: Kalman filter with fBm noise

Leszek Gawarecki, Vidyadhar Mandrekar

Research output: Contribution to journalArticlepeer-review

Abstract

We consider non-linear filtering problem with Gaussian martingales as a noise process, and obtain iterative equations for the optimal filter. We apply that result in the case of fractional Browian motion noise process and derive Kalman type equations in the linear case.

Original languageAmerican English
JournalThe Institute of Mathematical Statistics Lecture Notes - Monograph Series
Volume45
DOIs
StatePublished - Jan 1 2004

Keywords

  • non-linear filtering
  • Gaussian martingale noise process
  • Bayes fromula
  • FKK equation
  • fractional Browian motion
  • Kalman equations

Disciplines

  • Mathematics

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