Euclidean Quantum Mechanics and Universal Nonlinear Filtering

Euclidean Quantum Mechanics and Universal Nonlinear Filtering

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 co...

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Bibliographic Details
Main Author: Bhashyam Balaji
Format: Article
Language:English
Published: MDPI AG 2009-02-01
Series:Entropy
Subjects:
Bayesian filtering and estimation
Fokker-Planck Equation
Kolmogorov Equation
stochastic differential equations
Duncan-Mortensen-Zakai (DMZ) Equation
nonlinear filtering
Feynman path integral
Online Access:http://www.mdpi.com/1099-4300/11/1/42/

Internet

http://www.mdpi.com/1099-4300/11/1/42/

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