The invariance group of the Zakai equation

DOI10.1016/S0167-6911(81)80043-6zbMath0504.93064OpenAlexW2055469082MaRDI QIDQ1835894

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

Zakai equationVolterra series representationestimation algebrastochastic filter

Mathematics Subject Classification ID

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

Cites Work

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• Linear feedback systems and the groups of Galois and Lie
• Stabilization of Control Systems
• A new energy characterization of the smallest eigenvalue of the schrödinger equation

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