IEEE Distinguished Lecture Series Talk:
The Particle Filtering Methodology in Signal Processing
Monday, November 23rd, 2009
Speaker:
Prof. Petar M. Djuri?, IEEE Distinguished Lecturer in Signal
Processing, Department of ECE, Stony Brook University, NY
Date & Time: Monday, November 23rd, 2009, 2:00 PM - 3:00 PM
Location:
University of Ottawa, School of Information Technology and Engineering (SITE-5084), Boardroom,
5th floor, 800 King Edward Avenue, Ottawa, ON, Canada. See Map (look for SITE.)
Admission: Free (Registration required.)
Admission: Free Registration. Please contact in advance
to reserve seats.
Refreshments: Will be served 15 minutes
before the start of the meeting.
Abstract:
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 signal processing examples which will aid in gaining valuable insights about the methodology.
About the Speaker:
Petar M. Djuric (Fellow, IEEE) 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 (1990).
From 1981 to 1986, Prof. Djuric was a Research Associate with
the Institute of Nuclear Sciences, Vinca, Belgrade. Since 1990,
he has been with Stony Brook University, where he is Professor,
Department of Electrical and Computer Engineering. His research
interests are in the area of statistical signal processing, and
his primary interests are in the theory of modeling, detection, estimation,
and time series analysis and its application to a wide variety of disciplines
including wireless communications and biomedicine.
Prof. Djuric has served on numerous technical committees for the IEEE and has
been invited to lecture at universities in the United States and overseas. His SPS
activities include: Vice President-Finance (2006-09); Area Editor of Special Issues,
IEEE Signal Processing Magazine (2002-05); Associate Editor,
IEEE Transactions on Signal Processing (1994-96 and 2003-05); Chair,
SPS Signal Processing Theory and Methods Technical Committee (2005-06);
and Treasurer, SPS Conference Board (2001-03). He is an Editorial Board Member,
IEEE Journal on Special Topics in Signal Processing, Elsevier Digital Signal
Processing, Elsevier Signal Processing, and the EURASIP Journal on Wireless
Communications and Networking.
Prof. Djuric is an IEEE Fellow, as well as a Member of the American
Statistical Association and the International Society for Bayesian Analysis.
Contact: Joint Chapter of
Signal Processing, Oceanic Engineering, and Geoscience and Remote Sensing
Adaptive Filtering Games for designing Reconfigurable Sensor Networks
Tuesday, March 17, 2009
Speaker: Prof.
Vikram Krishnamurthy, Fellow IEEE, IEEE Distinguished Lecturer in Signal Processing, Department of Electrical and Computer Engineering, University of British Columbia
Date & Time: Tuesday, March 17th, 2009, 2:00 PM - 3:00 PM
Location: University of Ottawa, School of Information Technology and Engineering (SITE-5084), Boardroom, 5th floor, 800 King Edward Avenue, Ottawa, Ontario, Canada
Admission: Free Registration. Please contact in advance
to reserve seats.
Refreshments: Will be served 15 minutes
before the start of the meeting.
Abstract: This seminar deals with decentralized sensor
activation and management in large scale sensor networks using game theoretic methods.
Using recent results in economics, we describe how the theory of global games
gives a powerful paradigm for designing decentralized data-aware sensor activation
algorithms in dense sensor networks. We show that the Nash equilibrium of the
sensor network has a simple threshold structure and exhibits a remarkable phase
transition as more data is collected. Next, we describe how decentralized adaptive
filtering algorithms with regret matching can be deployed in sensor networks
to guide network behavior to a satisfactory operating point.
A major theme of the talk will be the focus on structural properties that
result in numerically efficient algorithms rather than brute force computational methods.
Another key paradigm of the talk is the idea of sensors learning from data and
other sensors - this is different to the traditional paradigm of sensors learning
from data alone. This seminar should be of interest to researchers and practitioners
in signal processing, sensor design, control systems and economics/applied mathematics.
About the Speaker: Prof. Vikram Krishnamurthy (FIEEE)
currently holds the Canada Research Chair in Signal Processing at the University
of British Columbia. Prior to 2002, he was a Chaired Professor, University of Melbourne,
Australia where has served as Deputy Head of Department. He has made several
contributions to the theory of bayesian estimation, stochastic sensor scheduling,
and hidden markov models.
Prof. Krishnamurthy's current research interests include computational game theory,
stochastic dynamical systems for modeling of biological ion channels and stochastic
optimization and sensor scheduling. Much of his recent research deals with
sensor-adaptive signal processing - that is, how networked sensors can dynamically
adapt their behavior to optimize the statistical signal processing. Such problems
use game theory and stochastic control together with statistical signal processing.
Prof. Krishnamurthy has published over 30 book chapters and 125 peer reviewed
journal papers. He has served as Associate Editor, IEEE Transactions Signal
Processing (2000-2005); IEEE Transactions Automatic Control; IEEE Transactions
Aerospace & Electronic Systems; IEEE Transactions Circuit and Systems II;
IEEE Transactions Nanobioscience; EURASIP Journal of Applied Signal Processing;
and Systems & Control Letters. Prof. Krishnamurthy has received many awards for
his research including the Canada Research Chair, and Queen Elizabeth II Fellowship.
He is a Fellow of the IEEE and a Member, IEEE Signal Processing Theory and
Methods TechnicalCommittee(2005-present).
Contact: Joint Chapter of
Signal Processing, Oceanic Engineering, and Geoscience and Remote Sensing
