2 papers
math.OC2025
A decomposition method in the multivariate feedback particle filter via tensor product Hermite polynomials
Ruoyu Wang, Xue Luo
The feedback particle filter (FPF), a resampling-free algorithm proposed over a decade ago, modifies the particle filter (PF) by incorporating a feedback structure. Each particle i…
math.OC2025
A Decomposition Approach for the Gain Function in the Feedback Particle Filter
Ruoyu Wang, Huimin Miao, Xue Luo
The feedback particle filter (FPF) is an innovative, control-oriented and resampling-free adaptation of the traditional particle filter (PF). In the FPF, individual particles are r…