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Some Applications of Stochastic Partial Differential Equations in Nonlinear Filtering| old_uid | 15848 |
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| title | Some Applications of Stochastic Partial Differential Equations in Nonlinear Filtering |
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| start_date | 2015/06/19 |
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| schedule | 11h-12h |
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| online | no |
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| summary | A brief introduction to the stochastic filtering theory will be presented.
In particular, the stochastic partial differential equations arising in filtering theory
will be considered. The innovation problem, the robustness of nonlinear filters,
and their numerical calculations will be discussed. |
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| responsibles | Nazaret, Randon-Furling |
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