Filtering Theory and Quantum Fields.
MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS
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In this paper we describe certain remarkable connections that exist between mathematical developments in quantum field theory and enclidean field theory and filtering theory and in general system theory. Roughly speaking, the Kalman filter is the mathematical analog of a free quantum field in a precise sense and the study of non-linear filtering is the analog of the study of interacting quantum fields. Due to lack of space we only sketch this theory in this paper and the details of this work will be presented elsewhere. Author
- Statistics and Probability
- Quantum Theory and Relativity