Seminar Details:

LANS Informal Seminar
"Implicit sampling for nonlinear filters"

DATE: November 5, 2009

TIME: 10:30:00 - 11:30:00
SPEAKER: Xuemin Tu, Department of Mathematics, University of California, Berkeley
LOCATION: 1406&1407, Conference Center, Bldg 240, Argonne National Laboratory

Description:
A particle-based nonlinear filtering scheme will be presented. This algorithm is based on implicit sampling, a new sampling technique related to chainless Monte Carlo method. Posterior densities are represented by pseudo-Gaussians and the filter is designed to focus particle paths sharply so as to reduce the number of particles needed in the nonlinear data assimilation. Examples will be given.


 

Please send questions or suggestions to Debojyoti Ghosh: ghosh at mcs dot anl dot gov.