Learn about nonlinear filtering problems today
Posted by Peter Ehrhard
Dr. Feng Bao, postdoctoral research associate at Oak Ridge National Laboratory, will present “Backward SDE Methods for Nonlinear Filtering Problems” 4-5:15 p.m. Monday, March 21, in Room G-5 Rolla Building. In this presentation, Bao will present a new nonlinear filtering method, named the backward SDE filter. The backward SDE filter has the accuracy advantage of continuous filters such as the Zakai filter while having the same sampling flexibility of discrete filters such as the particle filter. Both theoretical results and numerical experiments will be presented.
Posted by Peter Ehrhard
