General convergence result for continuous-discrete feedback particle filter
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DOI: 10.1080/00207179.2021.1948105
Abstract: In this paper, we shall discuss the convergence of the continuous-discrete feedback particle filter (FPF) proposed in Yang et al. (2014). The FPF is an interacting system of N particles where the i... read more here.
Keywords: discrete feedback; particle filter; feedback particle; continuous discrete ... See more keywords