Gauge Freedom within the Class of Linear Feedback Particle Filters

Abedi E, Surace SC (2019)
In: 2019 IEEE 58th Conference on Decision and Control (CDC). IEEE: 666-671.

Konferenzbeitrag | Veröffentlicht | Englisch
 
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Autor*in
Abedi, EhsanUniBi ; Surace, Simone Carlo
Abstract / Bemerkung
Feedback particle filters (FPFs) are Monte-Carlo approximations of the solution of the filtering problem in continuous time. The samples or particles evolve according to a feedback control law in order to track the posterior distribution. However, it is known that by itself, the requirement to track the posterior does not lead to a unique algorithm. Given a particle filter, another one can be constructed by applying a time-dependent transformation of the particles that keeps the posterior distribution invariant. Here, we characterize this gauge freedom within the class of FPFs for the linear-Gaussian filtering problem, and thereby extend previously known parametrized families of linear FPFs.
Erscheinungsjahr
2019
Titel des Konferenzbandes
2019 IEEE 58th Conference on Decision and Control (CDC)
Seite(n)
666-671
Konferenz
2019 IEEE 58th Conference on Decision and Control (CDC)
Konferenzort
Nice, France
Konferenzdatum
2019-12-11 – 2019-12-13
eISBN
978-1-7281-1398-2
Page URI
https://pub.uni-bielefeld.de/record/2957336

Zitieren

Abedi E, Surace SC. Gauge Freedom within the Class of Linear Feedback Particle Filters. In: 2019 IEEE 58th Conference on Decision and Control (CDC). IEEE; 2019: 666-671.
Abedi, E., & Surace, S. C. (2019). Gauge Freedom within the Class of Linear Feedback Particle Filters. 2019 IEEE 58th Conference on Decision and Control (CDC), 666-671. IEEE. https://doi.org/10.1109/CDC40024.2019.9029897
Abedi, E., and Surace, S. C. (2019). “Gauge Freedom within the Class of Linear Feedback Particle Filters” in 2019 IEEE 58th Conference on Decision and Control (CDC) (IEEE), 666-671.
Abedi, E., & Surace, S.C., 2019. Gauge Freedom within the Class of Linear Feedback Particle Filters. In 2019 IEEE 58th Conference on Decision and Control (CDC). IEEE, pp. 666-671.
E. Abedi and S.C. Surace, “Gauge Freedom within the Class of Linear Feedback Particle Filters”, 2019 IEEE 58th Conference on Decision and Control (CDC), IEEE, 2019, pp.666-671.
Abedi, E., Surace, S.C.: Gauge Freedom within the Class of Linear Feedback Particle Filters. 2019 IEEE 58th Conference on Decision and Control (CDC). p. 666-671. IEEE (2019).
Abedi, Ehsan, and Surace, Simone Carlo. “Gauge Freedom within the Class of Linear Feedback Particle Filters”. 2019 IEEE 58th Conference on Decision and Control (CDC). IEEE, 2019. 666-671.

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