BIMSA > Seminar on Control Theory and Nonlinear Filtering Stability of Nonlinear Filtering II: The Lyapunov Exponents Approach
Stability of Nonlinear Filtering II: The Lyapunov Exponents Approach
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Tuesday, November 15, 2022 8:00 PM - 8:30 PM
Venue
Online
Abstract
In this talk, I will continue the discussion of the stability theory of nonlinear filtering. For the finite-state nonlinear filtering problems, the stability theory is closely related to the theory of Lyapunov exponents for linear random dynamical systems. Here, I will first give a brief introduction to the Lyapunov exponents and then discuss how we can apply this approach into the theory of the stability of nonlinear filtering.