An optimal control approach to particle filtering

DOI10.1016/j.automatica.2023.110894zbMath1520.93580arXiv2110.03199OpenAlexW3202292158MaRDI QIDQ6109034

Yongxin Chen, Amirhossein Taghvaei, Qinsheng Zhang

Publication date: 30 June 2023

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.03199

zbMATH Keywords

optimal controlpath integralstochastic controlnonlinear filteringparticle filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14) Optimal stochastic control (93E20)

Cites Work

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