Gradient Flow Algorithms for Density Propagation in Stochastic Systems - Caluya, Kenneth F.; Halder, Abhishek (IEEE transactions on automatic control, 2020)
Keywords: Algorithms; Continuity (mathematics); Fokker–Planck–Kolmogorov (FPK) equation; Free energy; Function approximation; gradient descent; Gradient flow; Handheld computers; Iterative methods; Manifolds; Mathematical analysis; Measurement; Nonlinear control; Nonlinear systems; Optimal control; optimal transport; Partial differential equations; Probability density function; Probability density functions; Propagation; proximal operator; Regularization; Stochastic processes; Stochastic systems; Transient analysis; Uncertainty; uncertainty propagation