Abstract:In this talk, I will discuss in detail the convergence result of the Gaussian mixture particle filters, in which each particle in the estimation system is regarded as a Gaussian distributed random variable, rather than a simple particle as in the classical particle filters. The convergence rate of the particle system will be given. The relationship between the Gaussian mixture particl...
AbstractWe examine the asymptotic behaviors of solutions to Hamilton-Jacobi equations with state constraints while varying the underlying domains. We establish a connection between the convergence of these solutions and the regularity of the additive eigenvalues in relation to the domains. To accomplish this, we introduce a framework based on Mather measures that enables us to compute the one-s...