Open AccessOptimal Measurement Times for Observing a Brownian Motion over a Finite Period Using a Kalman Filter
Author(s) -
Alexandre Aksenov,
PierreOlivier Amblard,
Olivier Michel,
Christian Jutten
Publication year - 2017
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
DOI - 10.1007/978-3-319-53547-048
Subject(s) - kalman filter , brownian motion , computer science , period (music) , extended kalman filter , fast kalman filter , mathematics , computer vision , artificial intelligence , physics , acoustics , statistics