Apr 2012- Mar 2013
Math-Fi seminar on 31 May
2012.05.28 Mon up
- Date: 31 May (Thu.) 16:30 — 18:00
- Place: W.W. 7th-floor
- Speaker: FUJISAKI, Masatoshi
- Title: Nonlinear filtering problems and related topics
- Abstract: I want to introduce the nonlinear filtering problem and its related topics. We consider a signal process which we cannot observe directly but we can observe the process disturbed by colored noise, then the nonlinear filtering problem is to estimate the signal process based on the observation data.