Kleptsyna M.L.

M.L. Kleptsyna

Information about the author M.L. Kleptsyna will soon be added to the site.
Found 3 papers in total
New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences
New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences
2002
Various methods to derive new formulas for the Laplace transforms of some quadratic...
Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
2001
The optimal filtering problem for multidimensional continuous possibly non-Markovian,...
Linear filtering with fractional Brownian motion in the signal and observation processes
Linear filtering with fractional Brownian motion in the signal and observation processes
1999
Integral equations for the mean-square estimate are obtained for the linear filtering...
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