2 citations · 6 across the 8 of their papers we have counts for
3 papers · 1 filter
Asymptotically exact unweighted particle filter for manifold-valued hidden states and point process observations
Simone Carlo Surace, Anna Kutschireiter, Jean-Pascal Pfister
The filtering of a Markov diffusion process on a manifold from counting process observations leads to `large' changes in the conditional distribution upon an observed event, corres…
The Hitchhiker's Guide to Nonlinear Filtering
Anna Kutschireiter, Simone Carlo Surace, Jean-Pascal Pfister
Nonlinear filtering is the problem of online estimation of a dynamic hidden variable from incoming data and has vast applications in different fields, ranging from engineering, mac…
Gauge Freedom within the Class of Linear Feedback Particle Filters
Ehsan Abedi, Simone Carlo Surace
Feedback particle filters (FPFs) are Monte-Carlo approximations of the solution of the filtering problem in continuous time. The samples or particles evolve according to a feedback…