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Simon M. J. Lyons

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2010 – 2019

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2014
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Simon M. J. Lyons, Simo Särkkä, Amos J. Storkey:
Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes. IEEE Trans. Signal Process. 62(6): 1514-1524 (2014)
2012
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Simon M. J. Lyons, Amos J. Storkey, Simo Särkkä:
The Coloured Noise Expansion and Parameter Estimation of Diffusion Processes. NIPS 2012: 1961-1969

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