277 citations · 564 across the 48 of their papers we have counts for
5 papers · 1 filter
Error Analysis for the Linear Feedback Particle Filter
Amirhossein Taghvaei, Prashant G. Mehta
This paper is concerned with the convergence and the error analysis for the feedback particle filter (FPF) algorithm. The FPF is a controlled interacting particle system where the…
How regularization affects the critical points in linear networks
Amirhossein Taghvaei, Jin W. Kim, Prashant G. Mehta
This paper is concerned with the problem of representing and learning a linear transformation using a linear neural network. In recent years, there has been a growing interest in t…
Kalman Filter and its Modern Extensions for the Continuous-time Nonlinear Filtering Problem
Amirhossein Taghvaei, Jana de Wiljes, Prashant G. Mehta +1
This paper is concerned with the filtering problem in continuous-time. Three algorithmic solution approaches for this problem are reviewed: (i) the classical Kalman-Bucy filter whi…
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 connected matrix Lie group. The main contribution of this paper is to…
A Controlled Particle Filter for Global Optimization
Chi Zhang, Amirhossein Taghvaei, Prashant G. Mehta
A particle filter is introduced to numerically approximate a solution of the global optimization problem. The theoretical significance of this work comes from its variational aspec…