[Seminar on Control theory and Nonlinear Filtering] The stability and the convergence results in Yau-Yau methods-清华大学求真书院

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[Seminar on Control theory and Nonlinear Filtering] The stability and the convergence results in Yau-Yau methods

来源： 09-05

时间：2022.09.09 15:00-16:00

地点：Tencent Meeting : 735 7908 4302

主讲人： Jiayi Kang

Abstract：

In this report, I will introduce the semi-group formulation of the SPDE. And I shall give a stability analysis for filtering algorithm based on spectral methods from two aspects.

1. Asymptotic analysis of the relationship between the number of spectra and errors in spectral methods.

2. Analysis of the stability of spectral algorithm by time discretization.

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Instruction for choosing courses in the direction Algebra and Number
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[Seminar on Control theory and Nonlinear Filtering] Convergence Analysis of the Gaussian mixture particle filters
Abstract：In this talk, I will discuss in detail the convergence result of the Gaussian mixture particle filters, in which each particle in the estimation system is regarded as a Gaussian distributed random variable, rather than a simple particle as in the classical particle filters. The convergence rate of the particle system will be given. The relationship between the Gaussian mixture particl...
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书院学术

[Seminar on Control theory and Nonlinear Filtering] The stability and the convergence results in Yau-Yau methods

Instruction for choosing courses in the direction Algebra and Number

[Seminar on Control theory and Nonlinear Filtering] Convergence Analysis of the Gaussian mixture particle filters

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