On November 28, at 11 a.m., will take place the seminar “Adaptive SVD-based Kalman filtering for state and parameter estimation of linear Gaussian dynamic stochastic models”, presented by Maria V. Kulikova, from CEMAT (Center for Computational and Stochastic Mathematics), within the Probability and Statistics Seminars organised by the Department of Mathematics at Técnico.
Venue: Room P3.10, Mathematics building (Alameda campus).
