Thursday, May 7
MS6
Stochastic Systems Part I: Filtering and Numerical Methods
10:30 AM-12:30 PM
Tampa 1st Floor
Modeling the real world by means of stochastic systems has shown great promise. At the forefront of the stochastic systems theory, filtering, control and numerical methods have been attracting much-needed attention. Many significant results have been obtained recently and new computational methods have been developed. They have been applied in various contexts.
Organizers: George Yin
Wayne State University
Qing Zhang
University of Georgia
- 10:30 Robust Filtering Using Max-Plus Decomposition
- William M. McEneaney, North Carolina State University; and Wendell H. Fleming, Brown University
- 11:00 Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval
- Harold J. Kushner and Amarjit Budhiraja, Brown University
- 11:30 Fast Optimal Nonlinear Filter
- Boris L. Rozovski and Chuanxia Rao, University of Southern California
- 12:00 Usable Approximations for a Class of First Order Hamilton-Jacobi Equations
- Paul Dupuis, Brown University
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MMD, 11/17/97