Filtering for linear systems driven by fractional Brownian motion.
Nasir U. AhmedCharalambos D. CharalambousPublished in: CDC (2000)
Keyphrases
- linear systems
- fractional brownian motion
- long range
- non stationary
- fractal dimension
- long range dependence
- sufficient conditions
- dynamical systems
- coefficient matrix
- sparse linear systems
- random fields
- financial markets
- information extraction
- neural network
- multiresolution
- pairwise
- interior point methods
- feature selection