PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Mary Anne Raymond.

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
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