抄録
Offer Organization: Japan Society for the Promotion of Science, System Name: Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research on Innovative Areas (Research in a proposed research area), Category: Grant-in-Aid for Scientific Research on Innovative Areas (Research in a proposed research area), Fund Type: -, Overall Grant Amount: - (direct: 40300000, indirect: 12090000)
Filtering problems aims at estimating the current unobserved state variable from the unknown dynamics of the unobserved state variables and indirect observations. We consider filtering under the assumption that the observation model is uncertain and not able to be modeled easily, and proposed effective algorithms in such difficult situations. We confirmed the advantage of the proposed algorithms over existing relevant methods. We also studied fast methods for complex sparse modeling, and proposed an optimization methods that achieves the best convergence rate theoretically.