Integration of the linear filtering problem by means of canonical transformations
type: Item
instance of: scholarly article
title: Integration of the linear filtering problem by means of canonical transformations
zbMATH Open document ID: 0514.93064
DOI: 10.1016/0167-6911(83)90017-8
author: Henryk Gzyl
published in: Systems \& Control Letters
publication date: 1983-01-01T00:00:00Z
full work available at URL: https://ir.cwi.nl/pub/6638
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 93B17
Mathematics Subject Classification ID: 81P20
zbMATH DE Number: 3813483
zbMATH Keywords: linear filtering
zbMATH Keywords: Duncan-Mortensen-Zakai equation
zbMATH Keywords: equation for the unnormalized conditional density
zbMATH Keywords: Schrödinger equation
zbMATH Keywords: canonical transformations
MaRDI profile type: Publication
OpenAlex ID: W2048145560
cites work: Q3953669
cites work: Q3712212
cites work: Q5485624
cites work: Q5569065
cites work: Q3906660
cites work: Estimation and control for linear, partially observable systems with non- Gaussian initial distribution
cites work: Exponential stability in discrete-time filtering for non-ergodic signal.
description: scientific article; zbMATH DE number 3813483