BIMSA > Engineering Mathematics Seminar: Fundamentals and Frontiers in Control, Filtering, State Estimation, and Signal Processing Nonlinear Filters and Neural Networks with Recursive Structure
Nonlinear Filters and Neural Networks with Recursive Structure
Organizers
Xiao Pei Jiao , Jia Yi Kang
Speaker
Zeju Sun
Time
Thursday, April 10, 2025 2:30 PM - 4:00 PM
Venue
A3-2-303
Online
Zoom 435 529 7909 (BIMSA)
Abstract
Filter is a subject about the estimation of a stochastic dynamical system based on a sequential of noisy observations. When it comes to systems with high-dimensionality and high-nonlinearity, the performance of classical filtering algorithms is often unsatisfactory, either in accuracy or in computational efficiency. With the development of artificial intelligence (AI), whether and how AI can solve nonlinear filtering problems has become a hotspot issue for both researchers and practitioners. In this talk, I will present the relationship between nonlinear filters and neural networks with recursive structure, and discuss the capability of this kind of neural networks to solve nonlinear filtering problems, especially in the case of systems with high-dimensionality and high-nonlinearity. The contents of this talk are based on the joint work with Dr. Xiuqiong Chen, Dr. Yangtianze Tao and Prof. Stephen S.-T. Yau.