相关论文: Universal Nonlinear Filtering Using Feynman Path I…

Using the Feynman path integral representation of quantum mechanics it is possible to derive a model of an electron in a random system containing dense and weakly-coupled scatterers, see [Proc. Phys. Soc. 83, 495-496 (1964)]. The main goal…

p-Adic generalization of the Feynman path integrals in quantum mechanics is considered. The probability amplitude for a particle in a constant field is calculated. Path integrals over p-adic space have the same form as those over R.

Some well-known examples of constrained quantum systems commonly quantized via Feynman path integrals are re-examined using the notion of conditional integrators introduced in [1]. The examples yield some new perspectives on old results. As…

It is wellknown that the Feynman kernel for the free particle on the half-line can be expressed as a sum over classical paths if we take the contribution from the reflected path into account. The minus sign for the reflected path needs to…

The path integral formulation of quantum mechanics, i.e., the idea that the evolution of a quantum system is determined as a sum over all the possible trajectories that would take the system from the initial to its final state of its…

This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…

The Feynman integral can be seen as an attempt to relate, under certain circumstances, the quantum-information-theoretic separateness of mutually unbiased bases to causal proximity of the measuring processes.

An evolutionary form of a generalized Bayesian update method, which is strictly derivative- free yet directed through an additive update term based purely on the statistical moments of the design variables, is proposed for nonlinear inverse…

By introducing an auxiliary parameter, we find a new representation for Feynman integrals, which defines a Feynman integral by analytical continuation of a series containing only vacuum integrals. The new representation therefore…

We discuss path integrals for quantum mechanics with a potential which is a perturbation of the upside-down oscillator. We express the path integral (in the real time) by the Wiener measure. We obtain the Feynman integral for perturbations…

In this paper we consider the continuous--time nonlinear filtering problem, which has an infinite--dimensional solution in general, as proved by Chaleyat--Maurel and Michel. There are few examples of nonlinear systems for which the optimal…

We consider a model nondispersive nonlinear optical fiber channel with additive white Gaussian noise at large $\mathrm{SNR}$ (signal-to-noise ratio) in the intermediate power region. Using Feynman path-integral technique we for the first…

The Feynman path integral has revolutionized modern approaches to quantum physics. Although the path integral formalism has proven very successful and spawned several approximation schemes, the direct evaluation of real-time path integrals…

The concepts of Feynman integrals in white noise analysis are used to construct the Feynman integrand for the harmonic oscillator in momentum space representation as a Hida distribution. Moreover it is shown that in a limit sense, the…

This article considers the application of particle filtering to continuous-discrete optimal filtering problems, where the system model is a stochastic differential equation, and noisy measurements of the system are obtained at discrete…

Score-based diffusion models have proven effective in image generation and have gained widespread usage; however, the underlying factors contributing to the performance disparity between stochastic and deterministic (i.e., the probability…

The first part of this thesis proposes a general approach to infinite dimensional non-Gaussian analysis, including the Poissonian case. In particular distribution theory is developed. Using appropriate integral transformations, generalized…

Using Bayesian transfer learning, we develop a particle filter approach for tracking a nonlinear dynamical model in a dual-tracking system where intensities of measurement noise for both sensors are asymmetric. The densities for Bayesian…

The complex exponential weighting of Feynman formalism is seen to happen at the classical level. (Finiteness of) Feynman path integral formula is suspected then to appear as a consistency condition for the existence of certain Dirac…

A novel approximate Bayesian filter based on backward stochastic differential equations is introduced. It uses a nonlinear Feynman--Kac representation of the filtering problem and the approximation of an unnormalized filtering density using…