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zbMath0652.17001MaRDI QIDQ3797347

Michiel Hazewinkel

Publication date: 1988

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

zbMATH Keywords

estimation Duncan-Mortensen-Zakai equation filtering control theory nonlinear filtering theory Lie algebras of vector fields reference probability approach basic definitions

Mathematics Subject Classification ID

Structure theory for Lie algebras and superalgebras (17B05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to nonassociative rings and algebras (17-01)

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The explicit solution of the unnormalized conditional probability equation of a one-dimensional linear system

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