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

Taghvaei, A; Mehta, PG

Mehta, PG (通讯作者),Univ Illinois, Coordinated Sci Lab, Urbana, IL 61801 USA.;Mehta, PG (通讯作者),Univ Illinois, Dept Mech Sci & Engn, Urbana, IL 61801 USA.

ANNUAL REVIEWS IN CONTROL, 2023; 55 (): 356

Abstract

In this survey, we describe controlled interacting particle systems (CIPS) to approximate the solution of the optimal filtering and the optimal contro......

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