A drift homotopy implicit particle filter method for nonlinear filtering problems

DOI10.3934/dcdss.2021097zbMath1492.60099arXiv2106.11380OpenAlexW3197764304MaRDI QIDQ2129141

Feng Bao, Xin Li, Kyle A. Gallivan

Publication date: 22 April 2022

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.11380

zbMATH Keywords

particle filterimplicit samplingnonlinear filtering problemdrift homotopy dynamics

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Uses Software

• EnKF

Cites Work

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