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About
President
Governance
Partner Institutions
Visit
People
Management
Faculty
Postdocs
Visiting Scholars
Staff
Research
Research Groups
Courses
Seminars
Join Us
Faculty
Postdocs
Students
Events
Conferences
Workshops
Forum
Life @ BIMSA
Accommodation
Transportation
Facilities
Tour
News
News
Announcement
Downloads
Qiuzhen College, Tsinghua University
Yau Mathematical Sciences Center, Tsinghua University (YMSC)
Tsinghua Sanya International  Mathematics Forum (TSIMF)
Shanghai Institute for Mathematics and  Interdisciplinary Sciences (SIMIS)
BIMSA > Seminar on Control Theory and Nonlinear Filtering Filtering with Degenerated Noise
Filtering with Degenerated Noise
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Wednesday, July 10, 2024 3:30 PM - 4:00 PM
Venue
理科楼A-304
Abstract
In some application scenarios, the state processes are not completely observable, with the non-existence of some components of the states in the observation process. Also, some components of the observation processes may be driven by the same source of noise. Both of the above cases will lead to filtering problems with degenerated noise. In this talk, we will focus on this kind of filtering systems. We will first derive the corresponding Kushner-Stratonovich equation for general nonlinear filtering systems. Next, we will derive the corresponding Kalman-Bucy filter for linear systems, and discuss the influence of noise degeneracy in numerical experiments.
Beijing Institute of Mathematical Sciences and Applications
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