Some Results and Speculations on the Role of Lie Algebras in Filtering

Hazewinkel, M., & Marcus, S. I. (1981). Some Results and Speculations on the Role of Lie Algebras in Filtering. In Stochastic Systems: The Mathematics of Filtering and Identification and Applications (pp. 591–604). Springer Netherlands. https://doi.org/10.1007/978-94-009-8546-9_31