BIMSA > Seminar on Control Theory and Nonlinear Filtering Classification and Construction Results of Finite-Dimensional Estimation Algebras
Classification and Construction Results of Finite-Dimensional Estimation Algebras
Organizer
Shing Toung Yau
Speaker
Minli Feng
Time
Tuesday, September 12, 2023 4:30 PM - 5:00 PM
Venue
数学系理科楼A-203
Abstract
The filtering problem is referred for estimating the state of a stochastic dynamical system under noisy observations. In the 1970s, Brockett and Clark, Brockett, and Mitter independently constructed finite-dimensional filters by using the estimation algebra method. The advantage of the estimation algebra approach is that if the estimation algebra is finite-dimensional, finite-dimensional recursive filters can always be constructed. Therefore, the estimation algebra approach is quite meaningful in nonlinear filtering theory. In this presentation, we will give a brief introduction to the history and basic concepts of the estimation algebra, as well as its classification and construction results.