Sampling-based algorithm for filtering using Markov chain approximations
In this paper, the filtering problem for a large class of continuous-time, continuous-state stochastic dynamical systems is considered. Inspired by recent advances in asymptotically-optimal sampling-based motion planning algorithms, such as the PRM* and the RRT*, an incremental sampling-based algori...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE)
2013
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| Online Access: | http://hdl.handle.net/1721.1/81471 https://orcid.org/0000-0002-0505-1400 https://orcid.org/0000-0002-2225-7275 |