Anticipative Nonlinear Filtering

Date
2/8/2019
Location
11:30AM at REC 307
Speaker
Yanghui Liu, Purdue University
Title
Anticipative Nonlinear Filtering
Host
Guang Lin
Description

We first recall the elements of the nonlinear filtering theory. In the second part we state the anticipative filtering problem, and introduce our new modified filter. In the last part of the talk, we look at some simulation results.