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 Date: 2013-11-26 10:22:33Control theory Monte Carlo methods Stochastic processes Robot control Particle filter Unscented transform Normal distribution Brownian motion Importance sampling Statistics Probability and statistics Estimation theory |
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Series expansions of Brownian motion and the unscented particle filter October 15, 2013 Abstract The discrete-time filtering problem for nonlinear diffusion processes is computationally intractable in general. However, i