27 April 2010 Feynman path integrals and continuous nonlinear filtering
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Abstract
Recently, it has been shown that the continuous-discrete and continuous-continuous nonlinear filtering problems can be formulated and solved in terms of Feynman path integrals. A physical and conceptual explanation of the central results is presented. The major role played by such techniques in modern theoretical physics and pure mathematics is briefly reviewed. Several advantages of the proposed formulation (over other approaches in standard filtering theory literature) are discussed. Also clarified are the origin of some filtering theory results, such as the Yau algorithm for continuous-continuous filtering, and the relation between certain nonlinear filering systems and Euclidean quantum physics.
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Bhashyam Balaji, Bhashyam Balaji, } "Feynman path integrals and continuous nonlinear filtering", Proc. SPIE 7697, Signal Processing, Sensor Fusion, and Target Recognition XIX, 769707 (27 April 2010); doi: 10.1117/12.849668; https://doi.org/10.1117/12.849668
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