Login / Signup

Spectral Analysis of Fokker--Planck and Related Operators Arising From Linear Stochastic Differential Equations.

Daniel LiberzonRoger W. Brockett
Published in: SIAM J. Control. Optim. (2000)
Keyphrases
  • spectral analysis
  • stochastic differential equations
  • autoregressive
  • computer vision
  • image segmentation
  • dynamic programming
  • speech signal
  • maximum a posteriori estimation