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"Diffusion Map-based Algorithm for Gain Function Approximation in the ..."

Amirhossein Taghvaei, Prashant G. Mehta, Sean P. Meyn (2020)

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DOI: 10.1137/19M124513X

access: closed

type: Journal Article

metadata version: 2022-03-16

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  - journals/juq/TaghvaeiMM20
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  - https://dblp.org/rec/journals/juq/TaghvaeiMM20
Amirhossein Taghvaei, Prashant G. Mehta, Sean P. Meyn:
Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter. SIAM/ASA J. Uncertain. Quantification 8(3): 1090-1117 (2020)

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