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"Series Expansion Approximations of Brownian Motion for Non-Linear Kalman ..."

Simon M. J. Lyons, Simo Särkkä, Amos J. Storkey (2014)

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DOI: 10.1109/TSP.2014.2303430

access: closed

type: Journal Article

metadata version: 2020-03-10

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Simon M. J. Lyons, Simo Särkkä, Amos J. Storkey:
Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes. IEEE Trans. Signal Process. 62(6): 1514-1524 (2014)

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