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scientific article; zbMATH DE number 4145812
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| English | No label defined |
scientific article; zbMATH DE number 4145812 |
Statements
1990
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non-Gaussian distribution
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nonlinear filtering
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propagation of non- Gaussian initials
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reference probability approach
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unnormalized density
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Wiener noise processes
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Kalman-Bucy filter
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Wei-Norman theory
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Duncan- Mortensen-Zakai equation
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Segal-Shale-Weil representation
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symplectic group
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0.777373194694519
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0.7711953520774841
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