2022世界杯官方用球购买[主頁]欢迎您

立德树人、博学笃行

您的位置: 首页>学术活动>正文

首页
 图片新闻 
 通知公告 
 学院新闻 
 专题新闻 
 学术活动 
 党群工作 
 学生工作 
 大数据与ACCP 
学术活动
(转)零壹论坛学科前沿讲座系列报告第254讲
2022-05-26 09:22  

报告题目:Numerical analysis of a time discretized method for nonlinear filtering problem with diffusive and point process observations

报告人:邹永魁 吉林大学

报告时间:2022526(周四)下午15:00-16:00

腾讯会议ID524 215 091

承办团队:数学与统计学院微分方程与动力系统团队

  

报告摘要:

In this paper we consider a nonlinear filter model with observations driven by correlated diffusive processes and point process. We first derive a Zakai equation whose solution is an unnormalized probability density function of the filter solution. Then we apply a splittingup technique to decompose the Zakai equation into three regular easily solvable stochastic differential equations, based on which we construct a splitting up approximate solution and derive its convergence of first order. Furthermore, we use difference method to construct a semi-discretized approximate solution of Zakai equation and prove the convergence is of half order. Finally we present some numerical experiments to demonstrate the theoretical analysis.

  

报告人简介:

邹永魁,吉林大学数学研究所副所长,博士生导师,主要研究方向为随机偏微分方程的数值方法研究。

关闭窗口