Probabilistic formulation of estimation problems for a class of Hamilton-Jacobi equations

This article presents a method for deriving the probability distribution of the solution to a Hamilton-Jacobi partial differential equation for which the value conditions are random. The derivations lead to analytical or semi-analytical expressions of the probability distribution function at any poi...

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Bibliographische Detailangaben

Hauptverfasser:	Hofleitner, A., Claudel, C., Bayen, A. M.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Boundary conditions Equations Estimation Noise measurement Probabilistic logic Probability distribution Random variables
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