Universal nonlinear filtering using Feynman path integrals II: the continuous-continuous model with additive noise
نویسندگان
چکیده
منابع مشابه
Universal Nonlinear Filtering Using Feynman Path Integrals II: The Continuous-Continuous Model with Additive Noise
Abstract: In this paper, the Feynman path integral formulation of the continuouscontinuous filtering problem is investigated for the case when the noise in the signal and measurement model is additive. It is shown that it leads to an independent and self-contained analysis and solution of the problem. A consequence of this analysis is Feynman path integral formula for the conditional probabilit...
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ژورنال
عنوان ژورنال: PMC Physics A
سال: 2009
ISSN: 1754-0410
DOI: 10.1186/1754-0410-3-2