Kalman filter and quantization (Q5919905)
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scientific article; zbMATH DE number 5493442
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| English | Kalman filter and quantization |
scientific article; zbMATH DE number 5493442 |
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Kalman filter and quantization (English)
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19 January 2009
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The filtration of diffusion processes is closely related to classical and quantum mechanics provided the linear and nonlinear filtration problem is associated with a classical Hamiltonian system for which the quantization lead us to the original filtration. The author provides a heuristic justification for a similarity table of the two methods connecting Schrödinger equation, Feynman integrals and Heisenberg equations with the corresponding Zakai equation, Girsanov formula and Kalman-Bucy filter.
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filtration of diffusion processes
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quantum mechanics
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0.9013194
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0.9006057
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0.89461124
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0.8933993
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