- 控制理论和非线性滤波讨论班

Stability of Nonlinear Filtering I

组织者

丘成栋

演讲者

孙泽钜

时间

2022年11月03日 20:00 至 20:30

地点

Online

摘要

In this talk, I will review the recent progress in the stability theory of nonlinear filtering. The stability theory of nonlinear filtering mainly deals with the filtering problem in which the initial distribution of the state process is unknown and another reasonable distribution is used to start the filter. Whether the two conditional distributions can get close enough in the long run is still an open problem and I will focus on two promising approaches: the Hilbert projective metric approach and the Lyapunov exponents approach.