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 language | English |
|---|---|
| Pages (from-to) | 13-22 |
| Number of pages | 10 |
| Journal | Systems and Control Letters |
| Volume | 3 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Jun 1983 |
| Externally published | Yes |
Keywords
- Explicit solution
- Exponential of operators
- Lie algebra
- Unnormalized conditional density function