Special Seminar in Applied Mathematics

Friday December 6, 2013 3:00 PM

Complete Solution to the Most General Nonlinear Filtering Problems and Its Implementation

Speaker: Professor Stephen Yau, Tsinghua University
The goal of nonlinear filtering theory is to find the "best estimate" for the true value of a system in real time, given only some potentially noisy observations of that system. We shall explain how we solve the problem in theory. This is a joint work with Xue Luo.

Talk in 314 Annenberg

Series Special Seminars in Applied Mathematics

Contact: Carmen Nemer-Sirois at 4561 carmens@caltech.edu