13 citations · 18 across the 12 of their papers we have counts for
3 papers · 1 filter
Arrow of Time in Estimation and Control: Duality Theory Beyond the Linear Gaussian Model
Jin Won Kim, Prashant G. Mehta
Duality between estimation and control is a foundational concept in Control Theory. Most students learn about the elementary duality -- between observability and controllability --…
Backward Map for Filter Stability Analysis
Jin Won Kim, Anant A. Joshi, Prashant G. Mehta
In this paper, a backward map is introduced for the purposes of analysis of the nonlinear (stochastic) filter stability. The backward map is important because the filter-stability…
Divergence metrics in the study of Markov and hidden Markov processes
Jin Won Kim, Amirhossein Taghvaei, Prashant G. Mehta
This paper is divided into two parts. The first part reviews the formulae for f-divergences in the study of continuous-time Markov processes and explores their applications in area…