3 citations · 7 across the 7 of their papers we have counts for
4 papers · 1 filter
Duality for Nonlinear Filtering II: Optimal Control
Jin Won Kim, Prashant G. Mehta
This paper is concerned with the development and use of duality theory for a nonlinear filtering model with white noise observations. The main contribution of this paper is to intr…
Duality for Nonlinear Filtering I: Observability
Jin Won Kim, Prashant G. Mehta
This paper is concerned with the development and use of duality theory for a hidden Markov model (HMM) with white noise observations. The main contribution of this work is to intro…
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…