JSTOR Daily

Non-Linear Filtering with Gaussian Martingale Noise: Kalman Filter with fBm Noise

We consider non-linear filtering problem with Gaussian martingales as a noise process, and obtain iterative equations for the optimal filter. We apply that result in the case of fractional Browian ...
Helsinki

Krista Longi defends her PhD thesis on Gaussian Processes and Convolutional Neural Networks for Modeling Sensor Data

On Friday the 2nd of September 2022, M.Sc. Krista Longi defends her doctoral thesis on Gaussian Processes and Convolutional Neural Networks for Modeling Sensor Data. The thesis is related to research ...
Houston Chronicle

How to Create a 2D Filter in MATLAB

MATLAB is a software package produce by MathWorks to perform complex methods of analysis using simple code in fields ranging from finance, engineering and biomedical research. If you process your own ...
JSTOR Daily

Resolution of Singularities of Convolutions with the Gaussian Kernel

We present a complete classification of the zero set of a function which is a convolution with the Gaussian kernel. In the first part, we calculate the Taylor expansion of the convolution in a ...