BIMSA > Seminar on Control Theory and Nonlinear Filtering Stability Analysis of Recurrent Neural Network Spectral Methods
Stability Analysis of Recurrent Neural Network Spectral Methods
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Friday, October 20, 2023 8:00 PM - 8:30 PM
Venue
Online
Abstract
In this talk, we will discuss the long-term convergence results when dealing with stable nonlinear filtering problems using recurrent neural network. Our aim is to show that if the real solution to the filtering problem satisfies the ‘limited memory’ property, i.e., the effect of the observations obtained long time before on the solution of the filtering decay exponentially, then the recurrent neural network we construct can tracking the conditional expectation well in the long run. We will also focus on the difficulties we may encounter when deriving this result.