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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
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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 Stability of Nonlinear Filtering I
Stability of Nonlinear Filtering I
Organizer
Shing Toung Yau
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.
Beijing Institute of Mathematical Sciences and Applications
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