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Proceedings Paper

Feynman path integrals and continuous nonlinear filtering
Author(s): Bhashyam Balaji
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Paper 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.

Paper Details

Date Published: 27 April 2010
PDF: 12 pages
Proc. SPIE 7697, Signal Processing, Sensor Fusion, and Target Recognition XIX, 769707 (27 April 2010); doi: 10.1117/12.849668
Show Author Affiliations
Bhashyam Balaji, Defence Research and Development Canada (Canada)

Published in SPIE Proceedings Vol. 7697:
Signal Processing, Sensor Fusion, and Target Recognition XIX
Ivan Kadar, Editor(s)

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