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Special Seminar in Applied Mathematics

Friday, December 6, 2013
3:00pm to 4:00pm
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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

For more information, please contact Carmen Nemer-Sirois by phone at 4561 or by email at carmens@caltech.edu.