3 papers
eess.SP2021
Stability and Convergence of Stochastic Particle Flow Filters
Liyi Dai, Fred Daum
In this paper, we examine dynamic properties of particle flows for a recently derived parameterized family of stochastic particle flow filters for nonlinear filtering and Bayesian…
math.OC2021
Stiffness Mitigation in Stochastic Particle Flow Filters
Liyi Dai, Frederick E. Daum
The linear convex log-homotopy has been used in the derivation of particle flow filters. One natural question is whether it is beneficial to consider other forms of homotopy. We re…
eess.SP2021
A New Parameterized Family of Stochastic Particle Flow Filters
Liyi Dai, Fred Daum
In this paper, we are interested in obtaining answers to the following questions for particle flow filters: Can we provide a theoretical guarantee that particle flow filters give c…