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Seminar on Control Theory and Nonlinear Filtering
An optimal control approach to particle filter
An optimal control approach to particle filter
Organizer
Speaker
Time
Tuesday, November 8, 2022 9:30 PM - 10:00 PM
Venue
Online
Abstract
I will report a work about a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. The approach is based on the duality between estimation and optimal control, which allows reformulating the estimation problem over a fixed time window into an optimal control problem.
Speaker Intro
Jiao Xiaopei graduated with a bachelor's degree from the Zhi Yuan College of Shanghai Jiao Tong University (Physics Department) in 2017 and obtained his PhD from the Department of Mathematical Sciences at Tsinghua University in 2022, under the guidance of Professor Stephen Shing-Toung Yau (IEEE Fellow, former tenured professor at the University of Illinois at Chicago). He has conducted postdoctoral research at the Beijing Institute of Mathematica Science and Application and at the University of Twente in the Netherlands (under the guidance of Professor Johannes Schmidt-Hieber, Fellow of the Institute of Mathematical Statistics). His current research interests include control theory, numerical partial differential equations, and bioinformatics.