most citedAmortized Global Search for Efficient Preliminary Trajectory Design with Deep Generative Models

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math.PR2020★ 2 cited

Quantitative Convergence of the Filter Solution for Multiple Timescale Nonlinear Systems with Coarse-Grain Correlated Noise

Ryne Beeson, N. Sri Namachchivaya, Nicolas Perkowski

In this paper we prove a rate of convergence for the continuous time filtering solution of a multiple timescale correlated nonlinear system to a lower dimensional filtering equatio…

math.PR2020★ 1 cited

Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems

Ryne Beeson, N. Sri Namachchivaya, Nicolas Perkowski

This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation…