Finite-Dimensional Filters. Part II: Invariance Group Techniques
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Publication:4337728
DOI10.1137/S0363012994270916zbMath0873.93079MaRDI QIDQ4337728
Publication date: 26 May 1997
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Riemannian geometryfinite-dimensional filtersfinite-dimensional realizationbilinear stochastic partial differential equationinvariance group of a parabolic equation
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Group actions and symmetry properties (58D19) Second-order parabolic equations (35K10)
Related Items (6)
Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering ⋮ Weak symmetries of stochastic differential equations driven by semimartingales with jumps ⋮ The geometry of differential constraints for a class of evolution PDEs ⋮ Reduction of the Zakai equation by invariance group techniques ⋮ On drift, diffusion and geometry ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations
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