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math.OC2020★ 2 cited
A Unification of Weighted and Unweighted Particle Filters
Ehsan Abedi, Simone Carlo Surace, Jean-Pascal Pfister
Particle filters (PFs), which are successful methods for approximating the solution of the filtering problem, can be divided into two types: weighted and unweighted PFs. It is well…
math.OC2019
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…