4 papers · 1 filter
How to implement the Bayes' formula in the age of ML?
Amirhossein Taghvaei, Prashant G. Mehta
This chapter contains a self-contained introduction to the significance of Bayes' formula in the context of nonlinear filtering problems. Both discrete-time and continuous-time set…
Interacting Particle Systems for Fast Linear Quadratic RL
Anant A Joshi, Heng-Sheng Chang, Amirhossein Taghvaei +2
This paper is concerned with the design of algorithms based on systems of interacting particles to represent, approximate, and learn the optimal control law for reinforcement learn…
Arrow of Time in Estimation and Control: Duality Theory Beyond the Linear Gaussian Model
Jin Won Kim, Prashant G. Mehta
Duality between estimation and control is a foundational concept in Control Theory. Most students learn about the elementary duality -- between observability and controllability --…
Backward Map for Filter Stability Analysis
Jin Won Kim, Anant A. Joshi, Prashant G. Mehta
In this paper, a backward map is introduced for the purposes of analysis of the nonlinear (stochastic) filter stability. The backward map is important because the filter-stability…