most citedA Controlled Particle Filter for Global Optimization

2 citations · 4 across the 4 of their papers we have counts for

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math.OC2022

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…

math.OC2022

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…