Tao Yang, Prashant G. Mehta, Sean P. Meyn. Feedback Particle Filter for a Continuous-Time Markov Chain. IEEE Trans. Automat. Contr., 61(2):556-561, 2016. [doi]
@article{YangMM16-0,
title = {Feedback Particle Filter for a Continuous-Time Markov Chain},
author = {Tao Yang and Prashant G. Mehta and Sean P. Meyn},
year = {2016},
doi = {10.1109/TAC.2015.2444171},
url = {http://dx.doi.org/10.1109/TAC.2015.2444171},
researchr = {https://researchr.org/publication/YangMM16-0},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {61},
number = {2},
pages = {556-561},
}