Feedback particle filter with mean-field coupling (original) (raw)
Related papers
A mean-field control-oriented approach to particle filtering
Proceedings of the 2011 American Control Conference, 2011
IEEE Transactions on Automatic Control, 2000
Multivariable feedback particle filter
2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012
Approximate Conditional Mean Particle Filtering for Linear/Nonlinear Dynamic State Space Models
IEEE Transactions on Signal Processing, 2000
A mean field theory of nonlinear filtering
2011
Deterministic Methods for Filtering, part I: Mean-field Ensemble Kalman Filtering
Nonlinear filtering in discrete time: A particle convolution approach
2006
Muhammad Faisal Bashir BSE-20-04
2021
Reinforcement learning, particle filters and the EM algorithm
2014 Information Theory and Applications Workshop (ITA), 2014
Deterministic Mean-Field Ensemble Kalman Filtering
SIAM Journal on Scientific Computing, 2016
Multilevel particle filters for the non-linear filtering problem in continuous time
Statistics and Computing, 2020
The particle filters and their applications
Chemometrics and Intelligent Laboratory Systems, 2008
Bayesian Analysis, 2008
A robust particle filter for state estimation—with convergence results
2007
1996
Subgradient-based Markov Chain Monte Carlo particle methods for discrete-time nonlinear filtering
Signal Processing, 2015
Filtering via Simulation: Auxiliary Particle Filters
Journal of the American Statistical Association, 1999
State Estimation for General Class of Dynamical Systems: An Extension to Particle Filters
Proceedings of the 3rd International Conference of Control, Dynamic Systems, and Robotics (CDSR'16), 2016
Joint State and Parameter Estimation in Particle Filtering and Stochastic Optimization
Stochastic Optimization - Seeing the Optimal for the Uncertain, 2011
A Tutorial on Particle Filtering and Smoothing
Particle filters with applications
2009
Particle Approximation of the Filtering Density for State-Space Markov Models in Discrete Time
2011
A Closer Look to Probabilistic State Estimation – Case: Particle Filtering (2014)
OPTOELECTRONICS AND ADVANCED MATERIALS-RAPID COMMUNICATIONS
Nonlinear Filtering: Interacting Particle Resolution
1996
Population based particle filtering
IET Seminar on Target Tracking and Data Fusion: Algorithms and Applications, 2008
The hitchhiker’s guide to the particle filter
2008
A Basic Convergence Result for Particle Filtering
IEEE Transactions on Signal Processing, 2000
Mathematics
Nonlinear filtering for discrete-time linear systems with non-Gaussian initial data
IEEE Transactions on Automatic Control, 1989
Discrete-Time Mean Field Control with Environment States
2021 60th IEEE Conference on Decision and Control (CDC)
A survey of numerical methods for nonlinear filtering problems
Physica D: Nonlinear Phenomena, 2007
On the Convergence of Constrained Particle Filters
IEEE Signal Processing Letters, 2017
Mean field approach to stochastic control with partial information
ESAIM: Control, Optimisation and Calculus of Variations
Exact Bayesian and particle filtering of stochastic hybrid systems
IEEE Transactions on Aerospace and Electronic Systems, 2000
Adaptive Hybrid Mean Shift and Particle Filter
2009