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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 Observability and Filter Stability
Observability and Filter Stability
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Monday, May 1, 2023 2:30 PM - 3:00 PM
Venue
Online
Abstract
For filtering system in unbounded domains, ergodicity seems to be a too strong condition for the signal process to hold. In this case, the stability of the filter highly depends on the information provided by the observations. The quality of the information provided by the observations is referred to as observability. It can be shown that if the observation is informative enough, the conditional expectation of a large class of test functions is indeed stable, even for filtering systems with non-ergodic signal processes.
Beijing Institute of Mathematical Sciences and Applications
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