- Date : 8 Aug. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30 – 18:00
- Speaker: Hideyuki Tanaka (Ritsumeikan University)
- Title: On the convergence of an approximate nonlinear filer
- Abstract: We review time discretization methods for the nonlinear filtering problem with continuous time observations. The goal of this talk is to extend a convergence result given by Jean Picard in 1984.