Prashant Girdharilal Mehta

19962019
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Research Output 1996 2019

A mean-field optimal control formulation for global optimization

Zhang, C., Taghvaei, A. & Mehta, P. G., Jan 2019, In : IEEE Transactions on Automatic Control. 64, 1, p. 282-289 8 p., 8353737.

Research output: Contribution to journalArticle

Global optimization
Sampling
Importance sampling

An approach to duality in nonlinear filtering

Kim, J. W., Taghvaei, A., Mehta, P. G. & Meyn, S. P., Jul 2019, 2019 American Control Conference, ACC 2019. Institute of Electrical and Electronics Engineers Inc., p. 5360-5365 6 p. 8815136. (Proceedings of the American Control Conference; vol. 2019-July).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Nonlinear filtering
Markov processes
Linear systems

Derivation and Extensions of the Linear Feedback Particle Filter Based on Duality Formalisms

Kim, J. W., Taghvaei, A. & Mehta, P. G., Jan 18 2019, 2018 IEEE Conference on Decision and Control, CDC 2018. Institute of Electrical and Electronics Engineers Inc., p. 7188-7193 6 p. 8618878. (Proceedings of the IEEE Conference on Decision and Control; vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Particle Filter
Duality
Feedback
Ensemble Kalman Filter
Kalman filters

Error Analysis of the Stochastic Linear Feedback Particle Filter

Taghvaei, A. & Mehta, P. G., Jan 18 2019, 2018 IEEE Conference on Decision and Control, CDC 2018. Institute of Electrical and Electronics Engineers Inc., p. 7194-7199 6 p. 8619806. (Proceedings of the IEEE Conference on Decision and Control; vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Particle Filter
Error Analysis
Error analysis
Mean-field Limit
Feedback

Error Analysis for the Linear Feedback Particle Filter

Taghvaei, A. & Mehta, P. G., Aug 9 2018, 2018 Annual American Control Conference, ACC 2018. Institute of Electrical and Electronics Engineers Inc., Vol. 2018-June. p. 4261-4266 6 p. 8430867

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Error analysis
Feedback
Kalman filters
Nonlinear filtering
Chaos theory