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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    Title :

    Nonlinear filtering and time varying Schrodinger equation


    Contributors:


    Publication date :

    2004-01-01


    Size :

    475558 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English




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