Real-Time Solution of Time-Varying Yau Filtering Problems via Direct Method and Gaussian Approximation

DOI10.1109/TAC.2018.2853576zbMATH Open1482.93619OpenAlexW2838226524WikidataQ129642704 ScholiaQ129642704MaRDI QIDQ5223669FDOQ5223669

Authors: Xiu Qiong Chen, Ji Shi, Stephen Yau 

Publication date: 18 July 2019

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

Full work available at URL: https://doi.org/10.1109/tac.2018.2853576

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (5)

• Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm
• New Classes of Finite Dimensional Filters with Nonmaximal Rank Estimation Algebra on State Dimension $n$ and Linear Rank $n-2$
• Structure of finite dimensional exact estimation algebra on state dimension 3 and linear rank 2*
• An efficient algorithm of Yau-Yau method for solving nonlinear filtering problems
• General convergence result for continuous-discrete feedback particle filter

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