BIMSA >
Seminar on Control Theory and Nonlinear Filtering
Effective filtering on a random slow manifold
Effective filtering on a random slow manifold
Organizer
Speaker
Time
Wednesday, January 8, 2025 9:00 PM - 10:00 PM
Venue
Online
Abstract
In this talk, we shall introduce a literature about model reduction method and its application in nonlinear filtering. This work is about a slow-fast data assimilation system under Gaussian noisy fluctuations. First, we obtain its low dimensional reduction via an invariant slow manifold. Second, we prove that the low dimensional filter on the slow manifold approximates the original filter in a suitable metric. Finally, we illustrate this approximate filter numerically in an example.
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.