Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Universal, Continuous-Discrete Nonlinear Yau Filtering I: Affine, Linear
  State Model with State-Independent Diffusion Matrix   The continuous-discrete filtering problem requires the solution of a partial
differential equation known as the Fokker-Planck-Kolmogorov forward equation
(FPKfe). In this paper, it is pointed out that for a state model with an
affine, linear drift and state-independent diffusion matrix the fundamental
solution can be obtained using only linear algebra techniques. In particular,
no differential equations need to be solved. Furthermore, there are no
restrictions on the size of the time step size, or on the measurement model.
Also discussed are important computational aspects that are crucial for
potential real-time implementation for higher-dimensional problems. The
solution is universal in the sense that the initial distribution may be
arbitrary.

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The categories of this paper are: econ
21
The categories of this paper are: adap-org
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The categories of this paper are: q-fin
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The categories of this paper are: nucl-ex
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The categories of this paper are: q-alg
7
The categories of this paper are: hep-th
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The categories of this paper are: patt-sol
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The categories of this paper are: mtrl-th
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The categories of this paper are: math-ph
5
The categories of this paper are: gr-qc
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The categories of this paper are: comp-gas
8
The categories of this paper are: hep-ex
12
The categories of this paper are: nucl-th
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The categories of this paper are: atom-ph
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The categories of this paper are: solv-int
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The categories of this paper are: nlin