Euclidean quantum mechanics and universal nonlinear filtering

DOI10.3390/E11010042MaRDI QIDQ845394zbMATH OpenOpenAlexFDO

Authors Bhashyam Balaji

Publication date 29 January 2010

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0809.4408

zbMATH Keywords

Bayesian filtering and estimationFeynman path integralFokker-Planck equationKolmogorov equationnonlinear filteringstochastic differential equations

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Path integrals in quantum mechanics (81S40) Filtering in stochastic control theory (93E11)

Abstract: An important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to the continuous nonlinear filtering problem. The key is the configuration space Feynman path integral representation of the fundamental solution of a Fokker-Planck type of equation termed the Yau Equation of continuous-continuous filtering. A corollary is the equivalence between nonlinear filtering problem and a time-varying Schr"odinger equation.

Recommendations

• Quantum-mechanical representations of nonlinear filtering and stochastic optimal control
• Continuous-discrete path integral filtering
• Kalman filter and quantization
• Estimation of indirectly observable Langevin states: path integral solution using statistical physics methods
• scientific article; zbMATH DE number 65799

Cited in

(3)

• Euclidean LQG dynamics: an electric shift in perspective
• Estimation of indirectly observable Langevin states: path integral solution using statistical physics methods
• Continuous-discrete path integral filtering

This page was built for publication: Euclidean quantum mechanics and universal nonlinear filtering

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q845394)