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.
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