- Date: 31 May (Thu.) 16:30 — 18:00
- Place: W.W. 7th-floor
- Speaker: FUJISAKI, Masatoshi
- Title: Nonlinear filtering problems and related topics
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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.
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