Wiener filter

Results: 38



#Item
31Filtering problem / Brownian motion / Black–Scholes / Wiener process / Heston model / Girsanov theorem / Malliavin calculus / Martingale / Kalman filter / Statistics / Stochastic processes / Stochastic differential equation

Non linear filtering and optimal investment under partial information for stochastic volatility models Dalia Ibrahim; Frédéric Abergel∗; July 6, 2014 hal[removed], version[removed]Jul 2014

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Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2014-07-07 02:50:00
32Linear algebra / Group theory / Vector space / Correlation and dependence / Discrete Fourier transform / Wiener filter / Algebra / Mathematics / Abstract algebra

CMSC 426: Image Processing (Computer Vision)

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Source URL: www.cs.umd.edu

Language: English - Date: 2010-02-02 15:13:34
33Electronic engineering / Filter theory / Noise / Electronic circuits / Time series analysis / Wiener filter / Finite impulse response / Signal-to-noise ratio / Electronic filter / Electronics / Signal processing / Digital signal processing

NPS-EC-97-01? NAVAL POSTGRADUATE SCHOOL Monterey, California Performance Analysis of the Wiener Filter

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Source URL: edocs.nps.edu

Language: English - Date: 2004-07-01 17:01:15
34Mathematical sciences / Linear filters / Stochastic differential equations / Geostatistics / Kalman filter / Kriging / Data assimilation / Filtering problem / Wiener filter / Statistics / Control theory / Estimation theory

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Source URL: www.stat.missouri.edu

Language: English - Date: 2002-08-20 11:30:25
35Signal processing / Electronics / Neural networks / Adaptive filter / Bernard Widrow / Wiener filter / Finite impulse response / Perceptron / ADALINE / Digital signal processing / Electronic engineering / Filter theory

[dsp HISTORY] Bernard Widrow

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Source URL: www-isl.stanford.edu

Language: English - Date: 2006-03-27 20:33:12
36Stochastic differential equations / Signal processing / Estimation theory / Filtering problem / Wiener process / Kalman filter / Optimal control / Statistics / Stochastic processes / Control theory

6. KALMAN-BUCY FILTER 6.1. Motivation and preliminary. As was shown in Lecture 2, the optimal control is a function of all coordinates of

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Source URL: www.eng.tau.ac.il

Language: English - Date: 2002-11-22 23:37:29
37Estimation theory / Signal processing / Robot control / Linear filters / Kalman filter / State observer / Filtering problem / Wiener filter / Filter / Statistics / Control theory / Cybernetics

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Source URL: www.cs.unc.edu

Language: English - Date: 2006-07-24 19:07:13
38Fourier analysis / Mathematics / Transforms / Digital signal processing / Wiener filter / Homotopy theory / Spectrum / Signal processing

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Source URL: csi.usc.edu

Language: English - Date: 2005-10-07 18:24:24
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