Friday, December 6, 2013
Special Seminar in Applied Mathematics
Complete Solution to the Most General Nonlinear Filtering Problems and Its Implementation
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