Error estimates for the kernel gain function approximation in the feedback particle filter

Amirhossein Taghvaei, Prashant G. Mehta, Sean P. Meyn. Error estimates for the kernel gain function approximation in the feedback particle filter. In 2017 American Control Conference, ACC 2017, Seattle, WA, USA, May 24-26, 2017. pages 4576-4582, IEEE, 2017. [doi]

Authors

Amirhossein Taghvaei

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Prashant G. Mehta

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Sean P. Meyn

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