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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 From Benes Filter to General Nonlinear Filters
From Benes Filter to General Nonlinear Filters
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Monday, April 10, 2023 2:30 PM - 3:30 PM
Venue
Online
Abstract
As a finite-dimensional nonlinear filter, Benes filter allows people to calculate the conditional probability density function exactly and recursively. In the meanwhile, there are many existing methods to analyze the asymptotic behavior of Benes filter. For general nonlinear filters, the conditional probability density function cannot be calculated exactly. However, it is still possible to analyze their asymptotic behavior with the methods used in Benes filter. In this talk, I will briefly review the derivation of the exact formula of Benes filter, and introduce the idea of generalizing the methods in the asymptotic analysis of Benes filter to general nonlinear filters.
Beijing Institute of Mathematical Sciences and Applications
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