Euclidean Quantum Mechanics and Universal Nonlinear Filtering

An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to the continuous nonlinear filtering problem. The key is the co...

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Autor principal: Bhashyam Balaji
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI AG 2009-02-01
Colecção:Entropy
Assuntos:
Bayesian filtering and estimation
Fokker-Planck Equation
Kolmogorov Equation
stochastic differential equations
Duncan-Mortensen-Zakai (DMZ) Equation
nonlinear filtering
Feynman path integral
Acesso em linha:http://www.mdpi.com/1099-4300/11/1/42/
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