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Wednesday, October 12, 2011

Prof. Robert Miller - Application of the Implicit Particle Filter to a Model of Nearshore Circulation

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
Common Location Name:
Computer Science Instructional Center
Web Address:
Other Contact Information:
Valerie Lum CSCAMM +1 301 405 0652

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