The invariance group of the Zakai equation

DOI10.1016/S0167-6911(81)80043-6MaRDI QIDQ1835894zbMATH OpenOpenAlexFDO

Authors Omar Hijab

Publication date 1981

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6911(81)80043-6

zbMATH Keywords

estimation algebrastochastic filterVolterra series representationZakai equation

Mathematics Subject Classification ID

Lie algebras and Lie superalgebras (17B99) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Diffusion processes and stochastic analysis on manifolds (58J65) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Cites work

• A new energy characterization of the smallest eigenvalue of the schrödinger equation
• scientific article; zbMATH DE number 3718971 (Why is no real title available?)
• scientific article; zbMATH DE number 3746943 (Why is no real title available?)
• scientific article; zbMATH DE number 3464590 (Why is no real title available?)
• scientific article; zbMATH DE number 3797633 (Why is no real title available?)
• Linear feedback systems and the groups of Galois and Lie
• Stabilization of Control Systems

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