A survey of feedback particle filter and related controlled interacting particle systems (CIPS)

Keyphrases

• Interacting Particle Systems 100%
• Feedback Particle Filter 100%
• Particle Filter 66%
• Systems Approach 33%
• Solution Approach 33%
• Poisson 33%
• Optimal Control Problem 33%
• Ensemble Kalman Filter (EnKF) 33%
• Optimal Filtering 33%
• Reinforcement Learning 33%
• Particle Filtering 33%
• Numerical Comparison 33%
• Numerical Problems 33%
• Analytical Comparison 33%
• Optimal Transportation Theory 33%

Mathematics

• Interacting Particle Systems 100%
• Approximates 66%
• Open Problem 33%
• Kalman Filtering 33%
• Optimal Control Problem 33%