Events

Stochastics Seminar

Time: Jan 29, 2014 (02:00 PM)
Location: Parker Hall 224

Details:
Speaker: Dr. Xiaoying (Maggie) Han
 
Title:  Stochastic Filtering and its Applications
 
Abstract:  Stochastic filtering plays an important role in signal processing, communications, finance, etc. Commonly used methods include Kalman filter methods and particle filter methods.  I will first provide the framework of stochastic filtering problems, including linear and nonlinear filtering.  Then I will introduce a numerical particle filtering scheme and an implicit filtering scheme that I've been working on lately.