The explicit solution of the unnormalized conditional probability equation of a one-dimensional linear system

DOI10.1016/0167-6911(83)90033-6zbMATH Open0511.93061OpenAlexW2094114678MaRDI QIDQ1839232FDOQ1839232

Authors: Xi-Ren Cao 

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0167-6911(83)90033-6

zbMATH Keywords

Kalman filterexplicit solutionexponential of operatorsunnormalized conditional density function

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Structure theory for Lie algebras and superalgebras (17B05)

Cites Work

• Stochastic processes and filtering theory
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
• On Global Representations of the Solutions of Linear Differential Equations as a Product of Exponentials
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: The explicit solution of the unnormalized conditional probability equation of a one-dimensional linear system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1839232)