Supersymmetry and nonlinear filtering: Feynman path integral perspective

Bhashyam Balaji

doi:10.1117/12.2050507

20 June 2014 Supersymmetry and nonlinear filtering: Feynman path integral perspective

Bhashyam Balaji

Proceedings Volume 9091, Signal Processing, Sensor/Information Fusion, and Target Recognition XXIII; 90910K (2014) https://doi.org/10.1117/12.2050507
Event: SPIE Defense + Security, 2014, Baltimore, MD, United States

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.

Citation Download Citation

Bhashyam Balaji "Supersymmetry and nonlinear filtering: Feynman path integral perspective", Proc. SPIE 9091, Signal Processing, Sensor/Information Fusion, and Target Recognition XXIII, 90910K (20 June 2014); https://doi.org/10.1117/12.2050507

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