Integration of the linear filtering problem by means of canonical transformations (Q1051606)
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scientific article; zbMATH DE number 3813483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration of the linear filtering problem by means of canonical transformations |
scientific article; zbMATH DE number 3813483 |
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Integration of the linear filtering problem by means of canonical transformations (English)
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1983
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linear filtering
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Duncan-Mortensen-Zakai equation
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equation for the unnormalized conditional density
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Schrödinger equation
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canonical transformations
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