Stability Analysis of Natural Gradient Gaussian Filter

Organizer

Shing Toung Yau

Speaker

Zeju Sun

Time

Wednesday, July 24, 2024 3:00 PM - 3:30 PM

Venue

Online

Abstract

In this talk, I will discuss the stability of natural gradient Gaussian filter proposed recently by the group of Prof. Shengbo Li. Utilizing the stability of implicit evolution scheme, we can obtain some stability results at least for the case that the observation function is almost linear. The stability result may be further generalized to the cases with a wider range of observation functions by engaging some modified Lyapunov functions.