UC Davis Mathematics

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Implicit Particle Fi lters

PDE and Applied Math Seminar

Speaker: Alexandre Chorin, University of California, Berkeley.
Location: 1147 MSB
Start time: Tue, Apr 6 2010, 4:10PM

In joint work with X. Tu we have developed an efficient particle filter for nonlinear data assimilation, of striking simplicity and wide applicability. I will present some recent applications of our filter as well as some of the theoretical background. An extended abstract may be obtained from http://www.math.ucdavis.edu/~egp/AJC.pdf