Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter.
Amirhossein TaghvaeiPrashant G. MehtaSean P. MeynPublished in: SIAM/ASA J. Uncertain. Quantification (2020)
Keyphrases
- function approximation
- particle filter
- target tracking
- learning algorithm
- kalman filter
- dynamic programming
- proposal distribution
- state estimation
- reinforcement learning
- search space
- model free
- observation model
- probabilistic model
- support vector machine svm
- monte carlo
- object tracking
- maximum a posteriori
- visual tracking
- training set
- particle filtering
- optimal solution
- importance sampling
- machine learning