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math.OC2022
Temporal Parallelisation of the HJB Equation and Continuous-Time Linear Quadratic Control
Simo Särkkä, Ángel F. García-Fernández
This paper presents a mathematical formulation to perform temporal parallelisation of continuous-time optimal control problems, which can be solved via the Hamilton--Jacobi--Bellma…
eess.SP2022★ 15 cited
Data-driven clustering and Bernoulli merging for the Poisson multi-Bernoulli mixture filter
Marco Fontana, Ángel F. García-Fernández, Simon Maskell
This paper proposes a clustering and merging approach for the Poisson multi-Bernoulli mixture (PMBM) filter to lower its computational complexity and make it suitable for multiple…