Derives exact closed-form expressions for Daum-Huang deterministic particle flow under linear Gaussian measurements, proves equivalence to Kalman update, and extends via N-step piecewise method with constant contraction schedule to nonlinear models.
New Theory and Numerical Results for Gromov’s Method for Stochastic Particle Flow Filters,
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An integration-free approach for particle flow filtering
Derives exact closed-form expressions for Daum-Huang deterministic particle flow under linear Gaussian measurements, proves equivalence to Kalman update, and extends via N-step piecewise method with constant contraction schedule to nonlinear models.