Time-varying feedback particle filter

DOI10.1016/j.automatica.2024.111740zbMATH Open1542.93389MaRDI QIDQ6585385

Stephen Shing-Toung Yau, Xiuqiong Chen, Jiayi Kang

Publication date: 9 August 2024

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

error analysisKalman filteroptimal transportationfeedback particle filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Feedback control (93B52)

Cites Work

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• On the optimal filtering of diffusion processes
• On the stability of linear feedback particle filter
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