A time-fractional Kalman filter
Olfa Draouil, Rahma Yasmina Moulay Hachemi, Bernt Øksendal, Aliane Abderrahmen
Source abstract
We study a linear filtering problem in which the signal process is described by a time-fractional linear stochastic differential equation driven by Brownian motion. We derive a stochastic integral equation for the conditional mean alongside a Riccati--Volterra type integral equation for the mean-square error function. As a core application, we introduce a time-fractional state-estimation framework for modelling learning trajectories in children with developmental dyscalculia.
Evidence graph
No public relationships recorded yet.
Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.