The explicit solution of the unnormalized conditional probability equation of a one-dimensional linear system

Xi Ren Cao*

*Corresponding author for this work

Research output: Contribution to journalJournal Articlepeer-review

Abstract

The unnormalized conditional probability equation of a one-dimensional linear system is solved by using the Lie algebra associated with the system. The explicit form of the conditional probability with arbitrary initial distribution is obtained.

Original languageEnglish
Pages (from-to)13-22
Number of pages10
JournalSystems and Control Letters
Volume3
Issue number1
DOIs
Publication statusPublished - Jun 1983
Externally publishedYes

Keywords

  • Explicit solution
  • Exponential of operators
  • Lie algebra
  • Unnormalized conditional density function

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