BIMSA > Seminar on Control Theory and Nonlinear Filtering When do nonlinear filters achieve maximal accuracy?
When do nonlinear filters achieve maximal accuracy?
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Monday, May 15, 2023 3:00 PM - 3:30 PM
Venue
Online
Abstract
In this talk, we will review the paper 'When do nonlinear filters achieve maximal accuracy?' by R. Van Hadel. The nonlinear filter for an ergodic signal observed in white noise is said to achieve maximal accuracy if the stationary filtering error vanishes as the signal to noise ratio diverges. A general characterization of the maximal accuracy property is given in terms of various system theoretic notions, which serves to be a generalization of a classic result of the linear Gaussian case.