scientific article

zbMATH Open0532.93014MaRDI QIDQ3315354

Michiel Hazewinkel

Publication date: 1984

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zbMATH Keywords

Kalman-Bucy filtersLie algebra of all differential operatorsSegal- Shale-Weil representation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Vector fields, frame fields in differential topology (57R25) Linear systems in control theory (93C05) Algebraic methods (93B25) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) General geometric structures on manifolds (almost complex, almost product structures, etc.) (53C15) Representations of Lie algebras and Lie superalgebras, analytic theory (17B15)

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