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LANS Informal Seminar: Xuemin Tu
November 5, 2009 @ 10:30 CST
Seminar Title: Implicit sampling for nonlinear filters
Speaker: Xuemin Tu, Department of Mathematics, University of California, Berkeley
Date/Time: 2009-11-05 10:30
Location: 1406&1407, Conference Center, Bldg 240
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.