MS-Fr-D-39
New methods and trend in the field of nonlinear filtering - Part I of II
For Part II, see MS-Fr-E-39

Date: August 14
Time: 13:30--15:30
Room: 302B

(Note: Click title to show the abstract.)

Organizer:
Luo, Xue (School of Mathematics & Sys. Sci., Beihang Univ., Beijing, P. R. China, 100191)
Yau, Stephen (Department of Mathematical Sci., Tsinghua Univ., Beijing, P. R. China, 100084)

Abstract: We shall focus on various aspects of the nonlinear filtering(NLF), including the new methods and related fields. The general idea of NLF is to form some kind of ¡°best estimate¡± for the true state of some system, given only some potentially noisy observations, and either the system or the observation (or both) is nonlinear. The NLF has been widely used in many science and engineering disciplines, such as radar tracking problems, signal processing etc. There have been intensive research on new methods recently, including the particle filters, methods based on Duncan-Mortensen-Zakai equation, cubature Kalman filter and their variants. The scope of this mini symposium is to discuss all sorts of newly developed methods and the potential trend in the field of NLF.


MS-Fr-D-39-1
13:30--14:00
particle flow for nonlinear filters inspired by physics
Daum, Fred (Raytheon)


MS-Fr-D-39-2
14:00--14:30
The suboptimal method for nonlinear Filterings via Carleman approach using Hermite polynomials
Luo, Xue (School of Mathematics & Sys. Sci., Beihang Univ., Beijing, P. R. China, 100191)
Yau, Stephen (Department of Mathematical Sci., Tsinghua Univ., Beijing, P. R. China, 100084)


MS-Fr-D-39-3
14:30--15:00
Continuous-Time Nonlinear Filtering, Feynman Path Integrals and Supersymmetry
Balaji, Bhashyam (Defence R&D Canada)


MS-Fr-D-39-4
15:00--15:30
Sparse Grid Filtering of Nonlinear Dynamical Systems
Cheng, Yang (Mississippi State Univ.)
John, Crassidis (Univ. at Buffalo, State Univ. of New York)
Moriba, Jah (Air Force Research Laboratory)

Return


Footnote:
Code: Type-Date-Time-Room No.
Type : IL=Invited Lecture, SL=Special Lectures, MS=Minisymposia, IM=Industrial Minisymposia, CP=Contributed Papers, PP=Posters
Date: Mo=Monday, Tu=Tuesday, We=Wednesday, Th=Thursday, Fr=Friday
Time : A=8:30-9:30, B=10:00-11:00, C=11:10-12:10, BC=10:00-12:10, D=13:30-15:30, E=16:00-18:00, F=19:00-20:00, G=12:10-13:30, H=15:30-16:00
Room No.: TBA