BIMSA > Seminar on Control Theory and Nonlinear Filtering A Non-Gaussian Bayesian Filter Using Power and Generalized Logarithmic Moments
A Non-Gaussian Bayesian Filter Using Power and Generalized Logarithmic Moments
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Tuesday, December 13, 2022 9:00 PM - 9:30 PM
Venue
Online
Abstract
In this talk, I will discuss a paper about non-Gaussian Bayesian filter with generalized logarithmic moments. The generalized logarithmic moments are used to parameterize the state distribution together with the power moments. In the process, gradient methods are used to treat the optimization problem determining the parameters. The simulation results reveal the advantage of using both moments for estimating mixtures of complicated types of functions.