Stability of Nonlinear Filtering I
Organizer
Speaker
Zeju Sun
Time
Thursday, November 3, 2022 8:00 PM - 8:30 PM
Venue
Online
Abstract
In this talk, I will review the recent progress in the stability theory of nonlinear filtering. The stability theory of nonlinear filtering mainly deals with the filtering problem in which the initial distribution of the state process is unknown and another reasonable distribution is used to start the filter. Whether the two conditional distributions can get close enough in the long run is still an open problem and I will focus on two promising approaches: the Hilbert projective metric approach and the Lyapunov exponents approach.