Séminaire 'Un chercheur du GERAD vous parle!'

Titre : State of the art in Gaussian and non-Gaussian nonlinear filtering: Optimal and suboptimal approaches

Conférencier : Hamza Benzerrouk – Polytechnique Montréal, Canada

Nonlinear state estimation is a fundamental challenge with many applications in areas such as target and multi-target tracking, navigation and control system design, power systems, biomedical engineering, econometrics, etc. In this talk, I will first present and compare state-of-the-art nonlinear filtering methods for Gaussian noise environments, such as extended Kalman filters, divided difference filters, unscented Kalman filters, cubature filters, Gauss-Hermite Kalman filters, etc., including their higher degree versions. For non-Gaussian noise environments, it is necessary to adapt and modify these filters to obtain more robust estimators. I will discuss and compare possible modifications and transformations based on the Gaussian sum approach, the point mass approach and the Monte Carlo approach, as well as Huber-based estimation.

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Du café et des biscuits seront offerts au début du séminaire.

Bienvenue à tous!