Multivariable feedback particle filter

DOI10.1016/j.automatica.2016.04.019zbMath1343.93088arXiv1303.1205OpenAlexW1992747726MaRDI QIDQ313150

Sean P. Meyn, Prashant G. Mehta, Tao Yang, Richard Snyder Laugesen

Publication date: 9 September 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.1205

zbMATH Keywords

nonlinear filteringparticle filteringestimation theory

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10)

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