Based on our previous work we have successfully reduced the nonlinear filtering problem for Yau filtering system to the time-varying Schrodinger equation. In order to solve the nonlinear filtering problem, one needs to solve the time-varying Schrodinger equation with an arbitrary initial condition. We then solve the time-varying Schrodinger equation by constructing the fundamental solution explicitly via a system of nonlinear ODES in case the potential is quadratic in state variables. This system of nonlinear ODES is solved explicitly by the power series method.


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    Titel :

    Nonlinear filtering and time varying Schrodinger equation


    Beteiligte:
    Shing-Tung Yau, (Autor:in) / Yau, S.S.-T. (Autor:in)


    Erscheinungsdatum :

    01.01.2004


    Format / Umfang :

    475558 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch




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