Name
Abstract | ||
|---|---|---|
The celebrated work of Yau and Yau solved the nonlinear filtering problem in theory in the following manner. They reduced the problem of solving the Duncan-Mortensen-Zakai equation in real-time to the off-time solution of a Kolmogorov type equation. For the Yau filtering system, this Kolmogorov equation can be transformed as the Schrodinger equation. In this paper, we shall describe the fundamental solution of this Schrodinger equation with quartic potential. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1109/CDC.2009.5400128 | CDC |
Keywords | Field | DocType |
kolmogorov type equation,duncan mortensen zakai equation,schrodinger equation,nonlinear filtering problem,off time solution,quartic potential,yau filtering system,nonlinear filters,algebra,probability density function,real time systems,fundamental solution,mathematical model,polynomials,data mining,nonlinear filter,real time | Fokker–Planck equation,Mathematical optimization,Equation solving,Polynomial,Schrödinger equation,Filter (signal processing),Quartic function,Fundamental solution,Probability density function,Mathematics | Conference |
ISSN | ISBN | Citations |
0191-2216 E-ISBN : 978-1-4244-3872-3 | 978-1-4244-3872-3 | 0 |
PageRank | References | Authors |
0.34 | 4 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Der-Chen Chang | 1 | 0 | 2.70 |
| Stephen S Yau | 2 | 1768 | 193.24 |
| Ke-Pao Lin | 3 | 0 | 0.34 |