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[Seminar on Control theory and Nonlinear Filtering] The stability and the convergence results in Yau-Yau methods

来源: 09-05

时间:2022.09.09 15:00-16:00

地点:Tencent Meeting : 735 7908 4302

主讲人: Jiayi Kang

Abstract:

In this report, I will introduce the semi-group formulation of the SPDE. And I shall give a stability analysis for filtering algorithm based on spectral methods from two aspects.

1. Asymptotic analysis of the relationship between the number of spectra and errors in spectral methods.

2. Analysis of the stability of spectral algorithm by time discretization.

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