Wednesday, October 12, 2011
Prof. Robert Miller - Application of the Implicit Particle Filter to a Model of Nearshore Circulation
Description:
In the implicit particle filter the trajectory of each particle is informed by observations. The implicit particle filter typically requires fewer particles than other particle filtering schemes, but more computational effort per particle. In its simplest form, the implicit particle filter reduces to the method of optimal importance sampling.
Today the implementation of the implicit particle filter to the problem of state estimation in a shallow water model with 30,000 state variables will be described. This system produces reliable state estimates with O(10) particles, and runs conveniently on a workstation.
{Will appear in FYI on Oct 12, 2011
Start Time:
2:00 PM
End Time:
3:00 PM
Room:
4122
Common Location Name:
Computer Science Instructional Center
Web Address:
www.cscamm.umd.edu/seminars
Other Contact Information:
Valerie Lum
CSCAMM
+1 301 405 0652
vnlum@cscamm.umd.edu
www.cscamm.umd.edu
