BIMSA >
控制理论和非线性滤波讨论班
Searching for Accurate and Efficient Implementation of Yau-Yau Nonlinear Filter
Searching for Accurate and Efficient Implementation of Yau-Yau Nonlinear Filter
组织者
演讲者
时间
2024年07月03日 14:45 至 15:45
地点
理科楼A-304
摘要
Yau-Yau filter is the first method potentially suitable for applications to practically any nonlinear filtering problem. This method converts solving a nonlinear filtering problem into solving a linear Forward Kolmogorov Equation (FKE) computationally. Using accuracy and efficiency as two important criteria for developing and evaluating different implementation methods, we will discuss the three difficulties associated with the methods: nonlinearity and dimensionality of the state process and the observation process, and the explicit time-dependency in FKE. Tested with three illustrative cases, preliminary results suggest that PINN（Physics-informed Neural Network) may be one of the viable candidates for implementation.