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Lie Algebraic Method in Filtering and Identification

机译:李代数方法在滤波与识别中的应用

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Nonlinear filtering of a stochastic dynamical system dx=f(x)dt+G(x)dw, where w is Wiener noise, with observations dy=h(x)dt+dv, corrupted by further noise is introduced. Ideas and techniques from Lie algebra theory, stochastics, differential topology, approximation theory, and partial differential equations and relations with quantum theory and stochastic physics are discussed.

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