Stability of Nonlinear Filtering II: The Lyapunov Exponents Approach
组织者
演讲者
孙泽钜
时间
2022年11月15日 20:00 至 20:30
地点
Online
摘要
In this talk, I will continue the discussion of the stability theory of nonlinear filtering. For the finite-state nonlinear filtering problems, the stability theory is closely related to the theory of Lyapunov exponents for linear random dynamical systems. Here, I will first give a brief introduction to the Lyapunov exponents and then discuss how we can apply this approach into the theory of the stability of nonlinear filtering.