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Volumn , Issue , 2012, Pages 4063-4070

Multivariable feedback particle filter

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION ALGORITHMS; COMPUTATION THEORY; FEEDBACK; IMPORTANCE SAMPLING; MONTE CARLO METHODS;

EID: 84874276466     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2012.6425937     Document Type: Conference Paper
Times cited : (27)

References (19)
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  • 5
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    • Glynn, P.W.1    Meyn, S.P.2
  • 9
    • 34648831837 scopus 로고    scopus 로고
    • Large-population cost-coupled LQG problems with nonuniform agents: Individual-mass behavior and decentralized e-Nash equilibria
    • M. Huang, P. E. Caines, and R. P. Malhame. Large-population cost-coupled LQG problems with nonuniform agents: Individual-mass behavior and decentralized e-Nash equilibria. IEEE Trans. Automat. Control, 52(9):1560-1571, 2007.
    • (2007) IEEE Trans. Automat. Control , vol.52 , Issue.9 , pp. 1560-1571
    • Huang, M.1    Caines, P.E.2    Malhame, R.P.3
  • 10
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    • Phase transitions and metastability in Markovian and molecular systems
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    • Huisinga, W.1    Meyn, S.2    Schütte, C.3
  • 11
    • 0038041007 scopus 로고    scopus 로고
    • On the spectral properties of Witten-Laplacians, their range projections and Brascamp-Lieb's inequality
    • J. Johnsen. On the spectral properties of Witten-Laplacians, their range projections and Brascamp-Lieb's inequality. Integral Equations Operator Theory, 36(3):288-324, 2000.
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    • Johnsen, J.1
  • 12
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    • Generalizing the posterior matching scheme to higher dimensions via optimal transportation
    • R. Ma and T. P. Coleman. Generalizing the posterior matching scheme to higher dimensions via optimal transportation. In Allerton Conference on Communication, Control, and Computing, pages 96-102, 2011.
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    • Ma, R.1    Coleman, T.P.2
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    • A variational approach to nonlinear estimation
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    • A mean-field controloriented approach to particle filtering
    • June
    • T. Yang, P. G. Mehta, and S. P. Meyn. A mean-field controloriented approach to particle filtering. In Proc. of American Control Conference, pages 2037-2043, June 2011.
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