Optimal filtering of a Gaussian signal in the presence of Levy noise

SIAM Journal on Applied Mathematics

Volumn 60, Issue 1, 1999, Pages 359-369

  Ahn, Hyungsok ^a   Feldman, Raisa E ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

OPTIMIZATION; SPURIOUS SIGNAL NOISE;

ADDITIVE NOISE; INFINITELY-DIVISIBLE LAW; LEVY PROCESSES; NONLINEAR RECURSIVE FILTERS;

NONLINEAR FILTERING;

EID: 0343738882     PISSN: 00361399     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036139996312004     Document Type: Article

References (13)

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