Nonlinear filtering and data assimilation (2014, ICTS Discussion Meeting)

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source: International Centre for Theoretical Sciences    2014年2月25日
PROGRAM: Nonlinear filtering and data assimilation
DATES: Wednesday 08 Jan, 2014 - Saturday 11 Jan, 2014
VENUE: ICTS-TIFR, IISc Campus, Bangalore
LINK: http://www.icts.res.in/discussion_mee...
The applications of the framework of filtering theory to the problem of data assimilation is an exciting area of current interest. Some of the emerging areas of research at the interface of these two fields are i) the adaption of filtering theoretical ideas, including those related to particle filters, for use in high or infinite dimensional systems, ii) the effects of nonlinearity on filtering, iii) the use of large quantities of data such as satellite data, iv) the development of new numerical techniques for addressing these problems.
The main aim of this discussion meeting will be to bring together students and researchers in India working on probability, stochastic processes, and other related fields, in mathematics and engineering, to expose them to some of the exciting recent applications of nonlinear filtering theory to data assimilation problems. The invited speakers are all experts in either of the two areas or are working at the forefront of bringing these areas together, and will be able to help us build bridges between the various research groups and communities in India and beyond.
This meeting is supported by the "EADS Corporate Foundation International Teaching and Research Chair" entitled "Mathematics of Complex Systems" and awarded to ICTS-TIFR and TIFR-CAM, Bangalore.

Rajeeva Karandikar - Overview of nonlinear filtering 58:17
Alberto Carrassi - Data Assimilation in Geophysics From Weather to Climate Prediction 1:12:26
Dan Crisan - Convergence of particle filters and relation to DA I 1:05:24
Sanjoy Mitter - Overview of variational approach to nonlinear filtering 58:59
Discussion Meeting 1:12:54
Ramon van - Handel Filtering in high dimension II 1:12:31
Sri Namachchivaya - Stability, dimensional reduction and data assimilation in random dynamical sy 1:08:43
Dan Crisan - Convergence of particle filters and relation to DA III 59:03
Elaine Spiller - Importance Sampling 1:10:53
Discussion Meeting 50:13
Ramon van Handel - Filtering in high dimension III 1:03:27
Sri Namachchivaya - Stability, dimensional reduction and data assimilation in random dynamical sy 55:48
Dan Crisan - Convergence of particle filters and relation to DA III 1:01:04
Discussion Meeting 1:22:16
Ramon van Handel - Filtering in high dimension III 1:11:00
Sri Namachchivaya - Stability, dimensional reduction and data assimilation in random dynamical s 46:41
Chris Jones - Does the problem matter 1:09:06
Discussion Meeting 59:00