Boston University Libraries OpenBU
    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    •   OpenBU
    • BU Open Access Articles
    • BU Open Access Articles
    • View Item
    •   OpenBU
    • BU Open Access Articles
    • BU Open Access Articles
    • View Item

    Fractional generalizations of filtering problems and their associated fractional Zakai equations

    Thumbnail
    License
    Published version: © 2014 Diogenes Co., Sofia. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
    Date Issued
    2014-01-01
    Publisher Version
    10.2478/s13540-014-0197-x
    Author(s)
    Umarov, Sabir
    Daum, Frederick
    Nelson, Kenric
    Share to FacebookShare to TwitterShare by Email
    Export Citation
    Download to BibTex
    Download to EndNote/RefMan (RIS)
    Metadata
    Show full item record
    Permanent Link
    https://hdl.handle.net/2144/28867
    Citation (published version)
    Sabir Umarov, Frederick Daum, Kenric Nelson. 2014. "Fractional generalizations of filtering problems and their associated fractional Zakai equations." Fractional Calculus and Applied Analysis, Volume 17, Issue 3, Pages 745–764. DOI: https://doi.org/10.2478/s13540-014-0197-x.
    Abstract
    In this paper we discuss fractional generalizations of the filtering problem. The ”fractional” nature comes from time-changed state or observation processes, basic ingredients of the filtering problem. The mathematical feature of the fractional filtering problem emerges as the Riemann-Liouville or Caputo-Djrbashian fractional derivative in the associated Zakai equation. We discuss fractional generalizations of the nonlinear filtering problem whose state and observation processes are driven by time-changed Brownian motion or/and Lévy process.
    Rights
    Published version: © 2014 Diogenes Co., Sofia. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
    Collections
    • BU Open Access Articles [4751]
    • ENG: Electrical and Computer Engineering: Scholarly Papers [376]


    Boston University
    Contact Us | Send Feedback | Help
     

     

    Browse

    All of OpenBUCommunities & CollectionsIssue DateAuthorsTitlesSubjectsThis CollectionIssue DateAuthorsTitlesSubjects

    Deposit Materials

    LoginNon-BU Registration

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Boston University
    Contact Us | Send Feedback | Help