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A Recursive Formulation of Possibilistic Filters
Proceedings of the Twelveth International Symposium on Imprecise Probability: Theories and Applications, PMLR 147:180-190, 2021.
Abstract
We derive a recursive formulation of possibilistic filters that allow inference on the states in non-linear time-discrete dynamical systems in the presence of both aleatory and epistemic uncertainty with an imprecise probabilistic interpretation, and we present a particle-based implementation thereof.