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Proceedings Paper

Supersymmetry and nonlinear filtering: Feynman path integral perspective
Author(s): Bhashyam Balaji
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Paper Abstract

The continuous-time nonlinear filtering problem involves the solution of a partial differential equation. In a recent paper, it was shown that supersymmetry enables one to obtain the exact fundamental solution of such PDEs using operator methods. In this paper, Feynman path integral methods are utilized. It is shown that such methods enable one to study higher dimensional nonlinear filtering problems more elegantly and systematically.

Paper Details

Date Published: 20 June 2014
PDF: 8 pages
Proc. SPIE 9091, Signal Processing, Sensor/Information Fusion, and Target Recognition XXIII, 90910K (20 June 2014); doi: 10.1117/12.2050507
Show Author Affiliations
Bhashyam Balaji, Defence Research and Development Canada (Canada)


Published in SPIE Proceedings Vol. 9091:
Signal Processing, Sensor/Information Fusion, and Target Recognition XXIII
Ivan Kadar, Editor(s)

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