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

Mathematics

• Gaussian Distribution 100%
• Kalman Filtering 100%
• Filtering Problem 100%
• Optimal Control Problem 100%
• Homotopy 50%
• Stochastics 50%
• Square Root 50%
• Open Problem 50%
• Interacting Particle Systems 50%

Keyphrases

• Filter Method 100%
• Linear Feedback 100%
• Feedback Particle Filter 100%
• Optimal Control Problem 33%
• Ensemble Kalman Filter (EnKF) 33%
• Control Law 33%
• Exact Solutions 16%
• Square Root 16%
• Stochastic Effects 16%
• Homotopy 16%
• Filtering Problems 16%
• Nonlinear Filtering Problems 16%
• Interacting Particle Systems 16%
• Nonlinear non-Gaussian 16%
• Filter Control 16%
• Root Form 16%

Engineering

• Particle Filter 100%
• Optimal Control Problem 33%
• Kalman Filter 33%
• Control Law 33%
• Gaussians 16%
• Square Root 16%
• Interacting Particle 16%
• Gaussian Case 16%
• Nonlinear Filtering 16%