Thursday, May 7

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

CT98 Homepage | Program Updates| Registration | Hotel Information | Transportation | Program-at-a-Glance | Speaker Index

MMD, 11/17/97