140 citations · 658 across the 113 of their papers we have counts for
3 papers · 2 filters
Proximal Recursion for the Wonham Filter
Abhishek Halder, Tryphon T. Georgiou
This paper contributes to the emerging viewpoint that governing equations for dynamic state estimation, conditioned on the history of noisy measurements, can be viewed as gradient…
Optimal steering for non-Markovian Gaussian processes
Daniele Alpago, Yongxin Chen, Tryphon Georgiou +1
At present, the problem to steer a non-Markovian process with minimum energy between specified end-point marginal distributions remains unsolved. Herein, we consider the special ca…
Multi-marginal Schrodinger bridges
Yongxin Chen, Giovanni Conforti, Tryphon T. Georgiou +1
We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distribution…