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UID:20260617T082516EDT-7359gMKJi9@132.216.98.100
DTSTAMP:20260617T122516Z
DESCRIPTION:Virtual Informal Systems Seminar (VISS) Centre for Intelligent 
 Machines (CIM) and Groupe d'Etudes et de Recherche en Analyse des Decision
 s (GERAD)\n\n\n	Zoom Link\n	Meeting ID: 910 7928 6959        \n	Passcode: VIS
 S\n	 \n\n	Speaker: Prashant G. Mehta\, Professor\, Coordinated Science Labor
 atory\, University of Illinois at Urbana-Champaign\n		 \n		Abstract: \n		There i
 s a certain magic in writing the variational form of the equations in phys
 ics and engineering.  The most classical of these 'magics' is the Lagrange
 's formulation of the Newtonian mechanics.  An accessible modern take on t
 his and more appears in the Feb 2019 issue of The New Yorker:  https://www
 .newyorker.com/science/elements/a-different-kind-of-theory-of-everything?r
 eload=true\n		\n		My talk is concerned with a variational (optimal control-typ
 e) formulation of the problem of nonlinear filtering/estimation.  Such for
 mulations are referred to as duality between optimal estimation and optima
 l control.  The first duality principle appears in the seminal (1961) pape
 r of Kalman-Bucy\, where the problem of minimum variance estimation is sho
 wn to be dual to a linear quadratic optimal control problem.  \n		\n		In my ta
 lk\, I will present a new generalization of the Kalman-Bucy duality theory
  to nonlinear filtering.  I will use this duality to (a) define detectabil
 ity\, and (b) obtain results on stability of the nonlinear filter.  \n		\n		Th
 is is joint work with Jin-Won Kim and Sean Meyn.  The talk is based on the
  following papers: https://arxiv.org/pdf/1903.11195.pdf and  https://arxiv
 .org/pdf/2103.14631.pdf .\n		\n		Bio:\n		Prashant Mehta is a Professor in the Co
 ordinated Science Laboratory and the Department of Mechanical Science and 
 Engineering\, University of Illinois at Urbana-Champaign (UIUC).  He recei
 ved his Ph.D. in Applied Mathematics from Cornell University in 2004. He w
 as the co-founder and the Chief Science Officer of the startup Rithmio who
 se gesture recognition technology was acquired by Bosch Sensortec in 2017.
   Prior to his academic appointment at UIUC in 2005\, he worked at United 
 Technologies Research Center (UTRC) where he invented the symmetry-breakin
 g solution to suppress combustion instabilities. This solution — which hel
 ped solve a sixty-year old open problem — has since become an industry sta
 ndard and is widely deployed in jet engines and afterburners sold by Pratt
  & Whitney.\n		\n		Prashant Mehta received the Outstanding Achievement Award a
 t UTRC for his contributions to modeling and control of combustion instabi
 lities in jet-engines. His students have received the Best Student Paper A
 wards at the IEEE Conference on Decision and Control in 2007\, 2009 and mo
 st recently in 2019\; and have been finalists for these awards in 2010 and
  2012.  He has served as an Associate Editor for the IEEE Transactions on 
 Automatic Control (2019-)\, the Systems and Control Letters (2011-14)\, an
 d the ASME Journal of Dynamic Systems\, Measurement and Control (2012-16).
 \n\n
DTSTART:20210402T180000Z
DTEND:20210402T190000Z
LOCATION:CA\, ZOOM
SUMMARY:What is the Lagrangian for Nonlinear Filtering?
URL:/cim/channels/event/what-lagrangian-nonlinear-filt
 ering-330055
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