Deep Filtering and Stochastic Approximation Approach
组织者
演讲者
孙泽钜
时间
2024年06月12日 10:30 至 11:00
地点
理科楼A-203
摘要
In this talk, we will review some recent advances in nonlinear filtering by H. Qian, G. Yin and Q. Zhang. The first filtering algorithm is based on a deep learning framework, which can be used to deal with challenging filtering problems involving diffusions with randomly-varying switching. The second filtering algorithm is based on a recursive filtering equation in which the gain matrix is a matrix-valued parameter to be determined. This approach can deal with general filtering systems with degenerate observation noises.