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zbMath0585.93058MaRDI QIDQ3712212

Michiel Hazewinkel

Publication date: 1985

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

zbMATH Keywords

Lie algebras Segal-Shale-Weil representation universal Kalman-Bucy filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Representations of Lie algebras and Lie superalgebras, algebraic theory (weights) (17B10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Algebraic methods (93B25) Automorphisms, derivations, other operators for Lie algebras and super algebras (17B40) Axiomatic quantum field theory; operator algebras (81T05)

Related Items (1)

Integration of the linear filtering problem by means of canonical transformations

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