The Role of the Time-Arrow in Mean-Square Estimation of Stochastic Processes.

Yongxin Chen Johan Karlsson Tryphon T. Georgiou

Published in: IEEE Control. Syst. Lett. (2018)

Keyphrases

stochastic processes
stochastic process
stochastic models
random fields
probability distribution
markov processes
parameter estimation
random variables
continuous time bayesian networks
dynamic bayesian networks
brownian motion
computer vision
least squares
higher order
markov chain