Adelaide Research & Scholarship
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https://hdl.handle.net/2440/59954
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Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Elliott, R. | - |
| dc.contributor.author | Deng, J. | - |
| dc.date.issued | 2010 | - |
| dc.identifier.citation | Automatica, 2010; 46(10):1689-1695 | - |
| dc.identifier.issn | 0005-1098 | - |
| dc.identifier.uri | http://hdl.handle.net/2440/59954 | - |
| dc.description.abstract | A filter for estimating the hidden signal and parameters in a state space model, where the noise in the observations is fractional Gaussian noise, is obtained. © 2010 Elsevier Ltd. All rights reserved. | - |
| dc.description.statementofresponsibility | Robert J. Elliott and Jia Deng | - |
| dc.language.iso | en | - |
| dc.publisher | Pergamon-Elsevier Science Ltd | - |
| dc.rights | Copyright © 2010 Elsevier Ltd. All rights reserved. | - |
| dc.source.uri | http://dx.doi.org/10.1016/j.automatica.2010.06.026 | - |
| dc.subject | Fractional Gaussian noise | - |
| dc.subject | Change of measure | - |
| dc.subject | EM algorithm | - |
| dc.subject | Finite-dimensional filter. | - |
| dc.title | A filter for a state space model with fractional Gaussian noise | - |
| dc.type | Journal article | - |
| dc.identifier.doi | 10.1016/j.automatica.2010.06.026 | - |
| pubs.publication-status | Published | - |
| Appears in Collections: | Aurora harvest 5 Mathematical Sciences publications | |
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