April 25, 2017

Talk of Prof. Sanjoy Mitter

--- Title: Information and Entropy Flow in Stochastic Control

April 25, 2017

Prof. Sanjoy Mitter
Department of Electrical Engineering
Massachusetts Institute of Technology,
Cambridge, USA


Tuesday 2017-04-25 16:00
IST-Seminar-Room 2.268 - Pfaffenwaldring 9 - Campus Stuttgart-Vaihingen




In this talk I present an Information-theoretic view of Nonlinear Filtering and show that Optimal Filtering is also informationally optimal. In the process I show the relationship between Shannon Information and Fisher Information. I also discuss the problem of maximum work extraction from a noisy electric circuit and show how it is related to the Second Law of Thermodynamics.




Biographical Information


Professor Sanjoy Mitter is a Professor of Electrical Engineering at MIT. He was the Director of the Laboratory for Information and Decision Systems from 1981 to 1986 and Co-Director from 1986 to 1999. He received the IEEE Control Systems Award in 2000, the Richard E. Bellman Control Heritage Award in 2007 and the Eric E. Sumner Award with the citation "For the unification of Control and Communication" in 2015. He was elected to the National Academy of Engineering in 1988. He has supervised over 40 doctoral students during his career.




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