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

DOI10.1002/ACS.2918zbMATH Open1402.93247OpenAlexW2887972355MaRDI QIDQ4556396FDOQ4556396

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

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zbMATH Keywords

Kullback-Leibler divergenceregularized optimal transportensemble transform particle filtermodified Sinkhorn-Knopp algorithmresampling of particle filters

Mathematics Subject Classification ID

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

Cited In (1)

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

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