scientific article

zbMath0496.93049MaRDI QIDQ3960561

J. M. C. Clark, Roger W. Brockett

Publication date: 1980

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

zbMATH Keywords

Heisenberg algebralinear filteringconditional densityestimation theoryrepresentations of Lie groups

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Markov semigroups and applications to diffusion processes (47D07) Simple, semisimple, reductive (super)algebras (17B20) Representations of Lie and real algebraic groups: algebraic methods (Verma modules, etc.) (22E47)

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