Develops a hybrid MEM-KF that propagates moments through stochastic hybrid dynamics using Dynkin's formula with a jump-sum boundary-flux correction and reconstructs beliefs via maximum-entropy distributions.
Global optimization with polynomials and the problem of moments
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Max-Entropy Moment Filtering for Stochastic Hybrid Systems
Develops a hybrid MEM-KF that propagates moments through stochastic hybrid dynamics using Dynkin's formula with a jump-sum boundary-flux correction and reconstructs beliefs via maximum-entropy distributions.