Feedback Particle Filter

DOI10.1109/TAC.2013.2258825zbMath1369.93662arXiv1302.6563MaRDI QIDQ5353358

Prashant G. Mehta, Tao Yang, Sean P. Meyn

Publication date: 8 September 2017

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

Full work available at URL: https://arxiv.org/abs/1302.6563

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Feedback control (93B52) Signal detection and filtering (aspects of stochastic processes) (60G35) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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