Time-varying feedback particle filter

Author:

Chen Xiuqiong,Kang Jiayi,Yau Stephen S.-T.

Funder

Sichuan University Education Foundation

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference20 articles.

1. On the stability of Kalman–Bucy diffusion processes;Bishop;SIAM Journal on Control and Optimization,2017

2. General convergence result for continuous-discrete feedback particle filter;Chen;International Journal of Control,2022

3. On the stability of linear feedback particle filter;Chen;Asian Journal of Mathematics,2023

4. On the stability and the uniform propagation of chaos properties of ensemble Kalman–Bucy filters;Del Moral;The Annals of Applied Probability,2018

5. Novel approach to nonlinear/non-Gaussian Bayesian state estimation;Gordon;Radar and Signal Processing, IEE Proceedings F,1993

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