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Signal processing with Levy information

Brody, DC; Hughston, LP; Yang, X; (2013) Signal processing with Levy information. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES , 469 (2149) 10.1098/rspa.2012.0433.

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Type: Article
Title: Signal processing with Levy information
DOI: 10.1098/rspa.2012.0433
Keywords: Science & Technology, Multidisciplinary Sciences, Science & Technology - Other Topics, MULTIDISCIPLINARY SCIENCES, signal processing, Levy process, Esscher transformation, nonlinear filtering, information process, cybernetics, QUANTUM STATE REDUCTION, MODELS, NOISE, RETURNS, SYSTEMS, TIME, DAM
UCL classification: UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Maths and Physical Sciences
URI: http://discovery.ucl.ac.uk/id/eprint/1364115
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