Filtering theory and quantum fields
Abstract
In this paper we describe certain remarkable connections that exist between mathematical developments in quantum field theory (and euclidean 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.
- Publication:
-
Presented at the Conf. on Algebraic and Geometric Methods in Systems Theory
- Pub Date:
- April 1979
- Bibcode:
- 1979agms.conf.....M
- Keywords:
-
- Digital Filters;
- Field Theory (Algebra);
- Quantum Theory;
- Bosons;
- Hilbert Space;
- Kalman Filters;
- Probability Distribution Functions;
- Thermodynamics and Statistical Physics