Euclidean Quantum Mechanics and Universal Nonlinear Filtering
AbstractAn important problem in applied science is the continuous nonlinear filtering problem, i.e., the estimation of a Langevin state that is observed indirectly. In this paper, it is shown that Euclidean quantum mechanics is closely related to the continuous nonlinear filtering problem. The key is the configuration space Feynman path integral representation of the fundamental solution of a Fokker-Planck type of equation termed the Yau Equation of continuous-continuous filtering. A corollary is the equivalence between nonlinear filtering problem and a time-varying Schr¨odinger equation.
Scifeed alert for new publicationsNever miss any articles matching your research from any publisher
- Get alerts for new papers matching your research
- Find out the new papers from selected authors
- Updated daily for 49'000+ journals and 6000+ publishers
- Define your Scifeed now
Balaji, B. Euclidean Quantum Mechanics and Universal Nonlinear Filtering. Entropy 2009, 11, 42-58.
Balaji B. Euclidean Quantum Mechanics and Universal Nonlinear Filtering. Entropy. 2009; 11(1):42-58.Chicago/Turabian Style
Balaji, Bhashyam. 2009. "Euclidean Quantum Mechanics and Universal Nonlinear Filtering." Entropy 11, no. 1: 42-58.