Integration of the linear filtering problem by means of canonical transformations (Q1051606)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Integration of the linear filtering problem by means of canonical transformations
scientific article

    Statements

    Integration of the linear filtering problem by means of canonical transformations (English)
    0 references
    0 references
    1983
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    linear filtering
    0 references
    Duncan-Mortensen-Zakai equation
    0 references
    equation for the unnormalized conditional density
    0 references
    Schrödinger equation
    0 references
    canonical transformations
    0 references
    0 references