Current algebras and the identification problem
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current algebraestimation algebranonlinear filteringpartially observed linear stochastic differential equations
Lie algebras and Lie superalgebras (17B99) Currents in global analysis (58A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)
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Cites work
- A new method for constructing factorisable representations for current groups and current algebras
- Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure
- Applications of the Lie algebraic formulas of Baker, Campbell, Hausdorff and Zassenhaus to the calculation of explicit solutions of partial differential equations
- Conditions for absolute continuity between a certain pair of probability measures
- Current Algebras, the Sugawara Model, and Differential Geometry
- Exact finite-dimensional filters for certain diffusions with nonlinear drift
- Geometry of SU(2) gauge fields
- scientific article; zbMATH DE number 3716258 (Why is no real title available?)
- scientific article; zbMATH DE number 3718234 (Why is no real title available?)
- scientific article; zbMATH DE number 3533184 (Why is no real title available?)
- scientific article; zbMATH DE number 3572915 (Why is no real title available?)
- scientific article; zbMATH DE number 3262609 (Why is no real title available?)
- scientific article; zbMATH DE number 3328120 (Why is no real title available?)
- Lie Algebraic Solution of Linear Differential Equations
- On the bundle of connections and the gauge orbit manifold in Yang-Mills theory
- Some Connections Between the Theory of Sufficient Statistics and the Identifiability Problem
- The adaptive LQG problem--Part I
- The Cauchy problem for the Yang-Mills equations
- The Weil representation, Maslov index and theta series
Cited in
(6)- Some remarks on estimation algebras
- First steps towards exact algebraic identification
- Asymptotic properties of Bayes estimators for Gaussian Itô\,-\,processes with noisy observations
- scientific article; zbMATH DE number 3861023 (Why is no real title available?)
- A class of solvable nonlinear filters
- Nonlinear filters approximations by cumulant function expansion: The polynomial case
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