Asymptotically Exact Unweighted Particle Filter for Manifold-Valued Hidden States and Point Process Observations
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DOI: 10.1109/lcsys.2019.2951093
Abstract: The filtering of a Markov diffusion process on a manifold from counting process observations leads to ‘large’ changes in the conditional distribution upon an observed event, corresponding to a multiplication of the density by the… read more here.
Keywords: particle filter; process; asymptotically exact; filter ... See more keywords