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zbMath0676.93068MaRDI QIDQ3832438

Michiel Hazewinkel

Publication date: 1989

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

zbMATH Keywords

conditional probability density Duncan-Mortensen-Zakai equation Kalman-Bucy filter Wei-Norman theory Wiener noise processes joint conditional probability density Segal-Shale- Weil representation stochastic linear dynamical symplectic group \(Sp_ n({\mathbb{R}})\)

Mathematics Subject Classification ID

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

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