No label defined (Q3476726)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
1990
0 references
non-Gaussian distribution
0 references
nonlinear filtering
0 references
propagation of non- Gaussian initials
0 references
reference probability approach
0 references
unnormalized density
0 references
Wiener noise processes
0 references
Kalman-Bucy filter
0 references
Wei-Norman theory
0 references
Duncan- Mortensen-Zakai equation
0 references
Segal-Shale-Weil representation
0 references
symplectic group
0 references