Systems, Analysis and Computational Sciences

Pranab Kumar Mandal is an assistant professor (UD) in the group Hybrid Systems in the Department of Applied Mathematics at the University of Twente.

His research interests are mathematical statistics and stochastic (nonlinear) filtering theory, in particular, particle filtering theory with applications to statistical signal processing, system identification and financial mathematics. His current focus is in filtering in high-dimensional scenarios and with compressed sensing data. He collaborates closely with Thales Nederland BV in Hengelo.