most citedMultivariate Feedback Particle Filter via F-divergence and the Well-posedness of its Admissible Control Input

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math.OC2019★ 2 cited

Multivariate Feedback Particle Filter via F-divergence and the Well-posedness of its Admissible Control Input

Xue Luo

In this paper, we shall first derive the admissible control input of the multivariate feedback particle filter (FPF) by minimizing the f-divergence of the posterior conditional den…