[grads] [Sem-coll] IIT Applied Math Colloquium & Seminars Next Week

Joe Millham jmillham at iit.edu
Fri Feb 5 10:00:19 CST 2010


Please join the Applied Math department for the following Seminars and
Colloquia.  All are welcome to attend, and refreshments will be served
at some events.  For a complete and updated listing of the
department's seminars, please visit the seminar webpage:
http://www.iit.edu/csl/am/colloquia/

Department Colloquium
Monday, Feb. 8, 2010
4:40 pm  E-1
Stephen Yau  (University of Illinois - Chicago)
"Three Methods in Solving the Nonlinear Filtering Problem"
Abstract:
It is well known that the filtering theory has important applications
in both military and commercial industries. The Kalman Bucy filter has
been used in many areas such as navigational and guidance systems,
radar tracking, solar mapping, and satellite orbit determination.
However, the Kalman Bucy filter has limited applicability because of
the linearity assumptions of the drift term and observation term as
well as the Gaussian assumption of the initial value. Therefore there
has been an intensive interest in solving the nonlinear filtering
problem. The central problem of nonlinear filtering theory is to solve
the DMZ equation in real time and memoryless way. In this talk, we
shall describe three methods to solve the DMZ equation:
Brockett-Mitter estimation algebra method, direct method, and new
algorithm method. The first two methods are relatively easy to
implement in hardware and can solve a large class of nonlinear
filtering problems. We shall present the recent advance in the third
method which solves all the nonlinear filtering problems in a
real-time.


See you there!


Joe Millham

Administrative Assistant
Department of Applied Mathematics
Illinois Institute of Technology
Engineering-1 Room 208
10 W. 32rd St.
Chicago IL 60616
312.567.8984 (Phone)
312.567.3135 (Fax)




Joe Millham

Administrative Assistant
Department of Applied Mathematics
Illinois Institute of Technology
Engineering-1 Room 208
10 W. 32rd St.
Chicago IL 60616
312.567.8984 (Phone)
312.567.3135 (Fax)
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