Stochastic control, stochastic algorithms, and nonlinear filtering

随机控制、随机算法和非线性滤波

• 批准号: 6673-2010
• 负责人: Heunis, Andrew
• 金额: $ 1.46万
• 依托单位: University of Waterloo
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2013
• 资助国家: 加拿大
• 起止时间: 2013-01-01 至 2014-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=520943
• 关键词: Stochastic; control; stochastic; algorithms; nonlinear

Recent advances in computer hardware and software make available great computational power at very moderate cost to support applications in many different areas. This, in turn, poses the challenge of creating efficient computational methods which take maximum advantage of this computational power. Needless to say, the development of such efficient methods depends completely on a thorough understanding of the mathematics of the application areas in question. With this in mind, our research goals are as follows:

计算机硬件和软件的最新进展使强大的计算能力以非常适中的成本支持许多不同领域的应用。这反过来又带来了创造最大限度地利用这种计算能力的高效计算方法的挑战。不用说，这种有效方法的发展完全依赖于对所述应用领域的数学的透彻理解。有鉴于此，我们的研究目标如下：