Particles resampling scheme using regularized optimal transport for sequential Monte Carlo filters

DOI10.1002/ACS.2918MaRDI QIDQ4556396zbMATH OpenOpenAlexFDO

Authors Chang Ho Kang, Chan Gook Park

Publication date 16 November 2018

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.2918

zbMATH Keywords

ensemble transform particle filterKullback-Leibler divergencemodified Sinkhorn-Knopp algorithmregularized optimal transportresampling of particle filters

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Stochastic programming (90C15) Software, source code, etc. for problems pertaining to systems and control theory (93-04) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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(1)

• Sequential Monte Carlo with kernel embedded mappings: the mapping particle filter

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