PLEASE JOIN US FOR A WINE AND CHEESE RECEPTION FOLLOWING THE SEMINAR IN ROOM 301 COORDINATED SCIENCE LABORATORY
Decision and Control Lecture Series
Decision and Control Laboratory, Coordinated Science Laboratory
On Some Connections between Nonlinear Filtering, Information Theory and Statistical Mechanics
Sanjoy K. Mitter
Professor, Department of Electrical Engineering
Laboratory for Information and Decision Systems
Massachusetts Institute of Technology
Wednesday, April 2, 2014
3:00 p.m. to 4:00 p.m.
B02 CSL Auditorium
In this talk I discuss some mathematical and conceptual connections between Nonlinear Filtering (Conditional Markov Processes), Information Theory and Statistical Mechanics. This leads to a characterization of the Optimal Information Flow between the Observation and the Filter. Connections to recent work in Statistical Mechanics and Landauer's Principle are discussed.
This is a joint work with Nigel Newton (University of Essex, UK).
Sanjoy K. Mitter received his Ph.D. degree from the Imperial College of Science and Technology in 1965. He taught at Case Western Reserve University from 1965 to 1969. He joined MIT in 1969 where he has been a Professor of Electrical Engineering since 1973. He was the Director of the MIT Laboratory for Information and Decision Systems from 1981 to 1999. He has also been a Professor of Mathematics at the Scuola Normale, Pisa, Italy from 1986 to 1996. He has held visiting positions at Imperial College, London; University of Groningen, Holland; INRIA, France; Tata Institute of Fundamental Research, India and ETH, Zürich, Switzerland; and several American universities. Professor Mitter will be the Ulam Scholar at Los Alamos National Laboratories in April 2012 and the John von Neumann Visiting Professor in Mathematics at the Technical University of Munich, Germany from May-June 2012. He was awarded
the AACC Richard E. Bellman Control Heritage Award for 2007. He was the McKay Professor at the University of California, Berkeley in March 2000, and held the Russell-Severance-Springer Chair in Fall 2003. He is a Fellow of the IEEE and a Member of the National Academy of Engineering. He is the winner of the 2000 IEEE Control Systems Award. He was elected a Foreign Member of Istituto Veneto di Scienze, Lettere ed Arti in 2003. In 1988, he was elected to the National Academy of Engineering.
His current research interests are Communication and Control in a Networked Environment, the relationship of Statistical and Quantum Physics to Information Theory and Control and Autonomy and Adaptiveness for Integrative Organization.