Particle Filtering Framework for a Class of Randomized Optimization Algorithms

DOI10.1109/TAC.2013.2281132zbMATH Open1360.90167OpenAlexW2128064272MaRDI QIDQ2983207FDOQ2983207

Michael C. Fu, Steven I. Marcus, Enlu Zhou

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2013.2281132

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear programming (90C05) Filtering in stochastic control theory (93E11)

Cited In (10)

• Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
• Fast and effective generation of the proposal distribution for particle filters
• An ant stochastic decision based particle filter and its convergence
• Particle Algorithms for Optimization on Binary Spaces
• Functional sampling density design for particle filters
• Interacting and annealing particle filters: mathematics and a recipe for applications
• The particle filter based on random number searching algorithm for parameter estimation
• Posterior exploration based sequential Monte Carlo for global optimization
• Population model-based optimization
• Clustered exact Daum-Huang particle flow filter

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