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zbMath0698.93077MaRDI QIDQ3476726

Michiel Hazewinkel

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

symplectic group nonlinear filtering Kalman-Bucy filter Segal-Shale-Weil representation non-Gaussian distribution reference probability approach Wei-Norman theory Wiener noise processes Duncan- Mortensen-Zakai equation propagation of non- Gaussian initials unnormalized density

Mathematics Subject Classification ID

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

Related Items (1)

Characteristic functions of \({\mathcal L}_1\)-spherical and \({\mathcal L}_1\)-norm symmetric distributions and their applications

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