ACAE Seminar

Title: Real Time Solution of Duncan-Mortensen-Zakai Equation in Nonlinear Filtering
Speaker: Prof. Stephen Yau
University of Illinois at Chicago
USA
Date: Jan 20, 2006 Friday
Time: 2:30 p.m. - 3:30 p.m.
Venue: Room 215, William M. W. Mong Engineering Building, CUHK

Abstract
It is well known that filtering theory plays an important role both in commercial and military industries. In this talk we shall give a brief introduction of nonlinear filtering. The central problem is to solve Duncan-Mortensen-Zakai (DMZ) equation in real time. We shall describe some previous rigorous methods in solving DMZ equation. We shall also describe our new method to solve DMZ equation in real time which is a joint work with S. T. Yau.

Biography
Stephen Yau was undergraduate student from 1970 to 1973 at the Chinese University of Hong Kong. He received both MA and Ph.D. from SUNY Stony Brook in 1974 and 1976. He was a member of Institute for Advanced Study, Princeton 1976-77 and 1981-82. He went to Harvard as Benjamin-Pierre Assistant Professor from 1977-80. He became an Associate Professor 1980-84 and Professor 1984-2005 and Distinguished Professor of University of Illinois at Chicago from 2005. He received Sloan Fellowship in 1980, Guggenheim Fellowship in 2000. He was elected as IEEE Fellow in 2002.

***** ALL ARE WELCOME *****

Enquiries: Ms. Winnie Wong or Prof. Charlie Wang Chang-ling, Department of Automation and Computer-Aided Engineering, CUHK at 2609 8337. *ACAE Series (2005-06) is contained in the World-Wide Web home page at http://www.acae.cuhk.edu.hk/en/seminars/seminars.htm

Title:	Real Time Solution of Duncan-Mortensen-Zakai Equation in Nonlinear Filtering
Speaker:	Prof. Stephen Yau University of Illinois at Chicago USA
Date:	Jan 20, 2006 Friday
Time:	2:30 p.m. - 3:30 p.m.
Venue:	Room 215, William M. W. Mong Engineering Building, CUHK
Abstract It is well known that filtering theory plays an important role both in commercial and military industries. In this talk we shall give a brief introduction of nonlinear filtering. The central problem is to solve Duncan-Mortensen-Zakai (DMZ) equation in real time. We shall describe some previous rigorous methods in solving DMZ equation. We shall also describe our new method to solve DMZ equation in real time which is a joint work with S. T. Yau.
Biography Stephen Yau was undergraduate student from 1970 to 1973 at the Chinese University of Hong Kong. He received both MA and Ph.D. from SUNY Stony Brook in 1974 and 1976. He was a member of Institute for Advanced Study, Princeton 1976-77 and 1981-82. He went to Harvard as Benjamin-Pierre Assistant Professor from 1977-80. He became an Associate Professor 1980-84 and Professor 1984-2005 and Distinguished Professor of University of Illinois at Chicago from 2005. He received Sloan Fellowship in 1980, Guggenheim Fellowship in 2000. He was elected as IEEE Fellow in 2002.
*** ALL ARE WELCOME ***
Enquiries: Ms. Winnie Wong or Prof. Charlie Wang Chang-ling, Department of Automation and Computer-Aided Engineering, CUHK at 2609 8337. *ACAE Series (2005-06) is contained in the World-Wide Web home page at http://www.acae.cuhk.edu.hk/en/seminars/seminars.htm