2 papers
math.PR2026
The Variational Approach in Filtering and Correlated Noise
Sharan Srinivasan, Vijay Gupta, Harsha Honnappa
The variational formulation of nonlinear filtering due to Mitter and Newton characterizes the filtering distribution as the unique minimizer of a free energy functional involving t…
eess.SY2026
Linear Quadratic Control with Non-Markovian and Non-Semimartingale Noise Models
Mostafa M. Shibl, Sharan Srinivasan, Harsha Honnappa +1
The standard linear quadratic Gaussian (LQG) framework assumes a Brownian noise process and relies on classical stochastic calculus tools, such as those based on Itô calculus. In…