Particles resampling scheme using regularized optimal transport for sequential Monte Carlo filters

DOI10.1002/ACS.2918zbMath1402.93247OpenAlexW2887972355MaRDI QIDQ4556396

Chan Gook Park, Chang Ho Kang

Publication date: 16 November 2018

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.2918

zbMATH Keywords

Kullback-Leibler divergenceregularized optimal transportensemble transform particle filtermodified Sinkhorn-Knopp algorithmresampling of particle filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10) Variational problems in a geometric measure-theoretic setting (49Q20) Optimal stochastic control (93E20) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

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