BIMSA > Seminar on Control Theory and Nonlinear Filtering Optimal control for linear filtering system
Optimal control for linear filtering system
Organizer
Shing Toung Yau
Speaker
Xiao Pei Jiao
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
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.