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ECE Colloquium and IEEE Distinguished Lecture:
The Particle Filtering Methodology in Signal Processing
Dr. Petar M. Djurić
Professor, Electrical and Computer Engineering, SUNY Stony Brook
April 11, 2008, 2:00 p.m.
Jeong H. Kim Engineering Building, Rm. 1110
Co-sponsored by the ECE Department, the IEEE Signal Processing Society Washington Chapter and the IEEE Distinguished Lecture Program.
Particle filtering is a Monte Carlo – based methodology for sequential signal processing. It is designed for estimation of hidden processes that are dynamic and that can exhibit most severe nonlinearities. Also, it can be applied with equal ease to problems that involve any type of probability distributions. Therefore, it is not surprising that particle filtering has gained immense popularity. In this talk, first, the basics of particle filtering will be provided with description of its essential steps. Then some important topics of the theory will be addressed including Rao-Blackwellization, smoothing, and estimation of constant parameters. Finally, a presentation of most recent advances in the theory will be given. The talk will contain many signal processing examples which will aid in gaining valuable insights about the methodology.
Petar M. Djurić received his B.S. and M.S. degrees in electrical engineering from the University of Belgrade, in 1981 and 1986, respectively, and his Ph.D. degree in electrical engineering from the University of Rhode Island, in 1990. From 1981 to 1986 he was a Research Associate with the Institute of Nuclear Sciences, Vinča, Belgrade. Since 1990 he has been with Stony Brook University, where he is Professor in the Department of Electrical and Computer Engineering. He works in the area of statistical signal processing, and his primary interests are in the theory of modeling, detection, estimation, and time series analysis and Monte Carlo – based methods for signal processing. He applies the theory to problems that arise in a wide variety of disciplines including wireless communications, sensor networks, medicine, and biology. Prof. Djurić has been elected Distinguished Lecturer of the IEEE Signal Processing Society for the period 2008-2009. In 2007, he received the Best Paper Award of the IEEE Signal Processing Magazine. He has served on numerous technical committees and has been on the editorial boards of various journals. He has been invited to lecture at many universities throughout the world. Prof. Djurić is a Fellow of IEEE.
Faculty Host: Dr. Reza Ghodssi
This Event is For: Public • Clark School