BIMSA > Seminar on Control Theory and Nonlinear Filtering What is the Lagrangian for Nonlinear Filtering
What is the Lagrangian for Nonlinear Filtering
Organizer
Shing Toung Yau
Speaker
Xiao Pei Jiao
Time
Tuesday, October 25, 2022 8:30 PM - 9:00 PM
Venue
Online
Abstract
In this talk, we will report some literature about dual form of filtering problem and introduce method of optimal control.
Speaker Intro
Xiaopei Jiao received his bachelor's degree from the Zhiyuan College of Shanghai Jiao Tong University and his Ph.D. from the Department of Mathematical Sciences at Tsinghua University. He subsequently worked as a postdoctoral researcher at the Beijing Institute of Mathematical Sciences and Applications (BIMSA) and at the University of Twente in the Netherlands. His current research interests include finite-dimensional filtering theory, Yau-Yau filtering methods, physics-informed neural networks, and bioinformatics. His research focuses primarily on: (1) using geometric tools such as Lie algebras for solving partial differential equations and classifying nonlinear systems; (2) designing novel numerical algorithms based on physics-informed neural networks.