Manchester Applied Mathematics and Numerical Analysis Seminars

Winter 1999/2000

November 10, 1999, 4.00 pm

Lecture Theatre OF/B9 Oddfellows Hall (Material Science)


Forget about predicting the future, try knowing the present

Dr. Kevin Judd, Dept. of Mathematics & Statistics , University of Western Australia

If one has a perfect model of a dynamical system, which is deterministic and finite dimensional, then the best forcast or prediction of the future at any moment is attained by determining the state of the system at that moment. However, if the observation of the state is clouded by observation error, then one must estimate the state given what has been observed up to that moment. The question is, can an exact estimation of the state be got from infinite past observation? The answer will be shown to be no. This implies that forcasts must take into account the distribution of the indistiguishable states, for example, by using an ensemble of states. A new method of estimating the state and ensembles will be presented that can be used with observational error, with dynamic noise, with imperfect models, and, when the recurrence time of the attractor is long.

Back to the Seminar Homepage


For further info contact either Matthias Heil (mheil@ma.man.ac.uk), Mark Muldoon (M.Muldoon@umist.ac.uk)or the seminar secretary (Tel. 0161 275 5800).


Page last modified: October 27, 1999

Back to the department's home page.