277 citations · 564 across the 48 of their papers we have counts for
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2 papers · 1 filter
math.OC2014
Poisson's equation in nonlinear filtering
Richard S. Laugesen, Prashant G. Mehta, Sean P. Meyn +1
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minim…
math.PR2014
Probabilistic Data Association-Feedback Particle Filter for Multiple Target Tracking Applications
Tao Yang, Prashant G. Mehta
This paper is concerned with the problem of tracking single or multiple targets with multiple non-target specific observations (measurements). For such filtering problems with data…