Kalman filter and quantization

DOI10.1134/S0032946008010055MaRDI QIDQ5900401zbMATH OpenFDO

Authors Alexander Ovseevich

Publication date 27 October 2008

Published in Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0032946008010055

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) General quantum mechanics and problems of quantization (81S99) Filtering in stochastic control theory (93E11)

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Cites work

• A short proof of the local Atiyah-Singer index theorem
• A Theorem on Infinite Products of Eigenvalues of Sturm-Liouville Type Operators
• Functional determinants by contour integration methods.
• On lie algebras and finite dimensional filtering
• On the optimal filtering of diffusion processes
• Product formulas for the eigenvalues of a class of boundary value problems

Cited in

(13)

• ``Quantizations of higher Hamiltonian analogues of the Painlevé I and Painlevé II equations with two degrees of freedom
• On the fundamental solution of the Fokker-Planck-Kolmogorov equation
• Geometry of Kalman filters
• Information and entropy flow in the Kalman-Bucy filter
• ``Quantization of an isomonodromic Hamiltonian garnier system with two degrees of freedom
• Frequency-domain properties of Kalman filters
• scientific article; zbMATH DE number 65799 (Why is no real title available?)
• scientific article; zbMATH DE number 7036191 (Why is no real title available?)
• A quadratic Kalman filter
• Algoritmo conjunto Kalman–Haar aplicado al procesamiento de señales
• Kalman-Wavelet Combined Filtering
• Kalman filter and quantization
• Protocol‐based extended Kalman filtering with quantization effects: The Round‐Robin case

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