277 citations · 564 across the 48 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
math.PR2015
An Optimal Transport Formulation of the Linear Feedback Particle Filter
Amirhossein Taghvaei, Prashant G. Mehta
Feedback particle filter (FPF) is an algorithm to numerically approximate the solution of the nonlinear filtering problem in continuous time. The algorithm implements a feedback co…
math.OC2015
Feedback Particle Filter on Matrix Lie Groups
Chi Zhang, Amirhossein Taghvaei, Prashant G. Mehta
This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a compact and connected matrix Lie group without boundary, e.g. SO(n) an…