scientific article; zbMATH DE number 4145812

MaRDI QIDQ3476726zbMATH OpenFDO

Authors Michiel Hazewinkel

Publication date 1990

zbMATH Keywords

Duncan- Mortensen-Zakai equationKalman-Bucy filternon-Gaussian distributionnonlinear filteringpropagation of non- Gaussian initialsreference probability approachSegal-Shale-Weil representationsymplectic groupunnormalized densityWei-Norman theoryWiener noise processes

Mathematics Subject Classification ID

Lie algebras and Lie superalgebras (17B99) System identification (93B30) Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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