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Filtering of stochastic nonlinear wave equations
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DOI：10.1080/07362994.2026.2624405.png)
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Abstract
En 中文
In this article, we will develop linear and nonlinear filtering methods for a large class of nonlinear wave equations that arise in applications such as quantum dynamics and laser generation and propagation in a unified framework. We consider both stochastic calculus and white noise filtering methods and derive measure-valued evolution equations for the nonlinear filter and prove existence and uniqueness theorems for the solutions. We will also study first-order approximations to these measure-valued evolutions by linearizing the wave equations and characterize the filter dynamics in terms of infinite-dimensional operator Riccati equations and establish solvability theorems.
Keywords:
Nonlinear filtering
nonlinear wave equations
Kalman filters
quantum dynamic equations
Riccati equations
white noise calculus
Journal
S
IF:
0.7
Papers:
12
Citations:
0
