For more information about this meeting, contact Ludmil Zikatanov.

Title: | Application of Hermite expansion in Kalman Filtering method |

Seminar: | CCMA PDEs and Numerical Methods Seminar Series |

Speaker: | Yicun Zhen, Math Dept, Penn State University |

Abstract: |

Kalman Filtering is a commonly used method in data assimilation in many scientific areas. In this presentation we will mainly focus on a method of improving the rate of Kalman Filtering. We will not deal with real data today but we will try attacking a localizer matrix which has been used in weather prediction. We will utilize the Hermite expansion to speed up the matrix-vector multiplication process so that conjugate gradient method has the potential to be used to compute $A^{-1}*b$ for matrix $A$ and vector $b$. If the size of the matrix $A$ is n*n, the algorithm for computing the matrix-vector multiplication is hopefully of computational complexity O(n) despite setting up. |

### Room Reservation Information

Room Number: | MB216 |

Date: | 10 / 04 / 2012 |

Time: | 02:30pm - 05:00pm |