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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：含任意未知输入下的状态估计与参数辨识
任意未知输入 状态估计 参数辨识
2023/5/9
现存的含未知输入系统的卡尔曼滤波方法假设噪声协方差矩阵已知而且要求系统强可观。针对实际中广泛存在的不精确知道噪声协方差矩阵或系统非强可观的情况，如何在工程应用如机器人定位中实现卡尔曼滤波是一个重要且亟需解决的难题。本报告中，报告人将探讨含未知输入滤波领域的研究现状，并以基于相关性的方法为典型，讨论含未知输入下噪声协方差矩阵的可辨识性问题。如果时间允许，报告人也将探讨其在机器人智能感知与决策方面的一...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Strichartz estimates for wave equations with a potential in non-trapping exterior domains
斯特里查茨估计 非陷阱外域 波动方程
2023/3/28
Consider the linear wave equations with a potential outside a compact set with a non-trapping boundary condition. Assuming that the potential satisfies an appropriate decreasing condition and that zer...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/3/20
We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Distributed Order Estimation of ARX Model Under Cooperative Excitation Condition
协同 激励条件 ARX模型 分布式阶估计
2022/11/25
This talk considers the distributed estimation problem of a linear stochastic system described by an autoregressive model with exogenous inputs when both the system orders and parameters are unknown. ...