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Seminar on Control Theory and Nonlinear Filtering
Optimal control for linear filtering system
Optimal control for linear filtering system
Organizer
Speaker
Time
Tuesday, November 22, 2022 9:30 PM - 10:00 PM
Venue
Online
Abstract
I will continue to introduce the optimal control theory related to nonlinear filtering. In this talk, we will first review the derivation of minimum energy model. Next we will derive the Kalman Bucy filter by using the Hamilton-Jacobi-Bellman equation framework.
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.