Derivation and Extensions of the Linear Feedback Particle Filter Based on Duality Formalisms

Jin Won Kim, Amirhossein Taghvaei, Prashant G. Mehta. Derivation and Extensions of the Linear Feedback Particle Filter Based on Duality Formalisms. In 57th IEEE Conference on Decision and Control, CDC 2018, Miami, FL, USA, December 17-19, 2018. pages 7188-7193, IEEE, 2018. [doi]

Abstract

Abstract is missing.