NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS (Q4655663): Difference between revisions

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-Henning U. Voss
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-Juergen Kurths
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+Henning U. Voss
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+RETRIEVING DYNAMICAL INVARIANTS FROM CHAOTIC DATA USING NARMAX MODELS
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+IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
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+Modelling the fast fluorescence rise of photosynthesis
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+Tracking and data association
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+Exact finite-dimensional filters for certain diffusions with nonlinear drift
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+Martingale estimation functions for discretely observed diffusion processes
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+A Stable and Efficient Algorithm for Nonlinear Orthogonal Distance Regression
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+Markov chain Monte Carlo estimation of nonlinear dynamics from time series
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+Efficient noncausal noise reduction for deterministic time series
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+Remarks on functional canonical variates, alternating least squares methods and ACE
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+Linear systems and optimal control
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+Estimation of the coefficients of a diffusion from discrete observations
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+Exact finite-dimensional nonlinear filters
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+NOISE REDUCTION BY GRADIENT DESCENT
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+Nonlinear noise reduction through Monte Carlo sampling
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+Optimal shadowing and noise reduction
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+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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+Das statistische Problem der Korrelation als Variations‐ und Eigenwertproblem und sein Zusammenhang mit der Ausgleichsrechnung
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+Numerical orbits of chaotic processes represent true orbits
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+Algorithm 587: Two Algorithms for the Linearly Constrained Least Squares Problem
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+Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem
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+Dynamical properties of a ferroelectric capacitor observed through nonlinear time series analysis
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+Practical implementation of nonlinear time series methods: The <scp>TISEAN</scp> package
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+Coupling of a slow and a fast oscillator can generate bursting
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+Parameter estimation in nonlinear delayed feedback systems from noisy data
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+Stochastic processes and filtering theory
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+A new method for the nonlinear transformation of means and covariances in filters and estimators
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+GLOBAL DYNAMICAL EQUATIONS AND LYAPUNOV EXPONENTS FROM NOISY CHAOTIC TIME SERIES
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+Deterministic Nonperiodic Flow
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+Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations
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+A second-order method for state estimation of non-linear dynamical systems†
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+Fitting parameters in partial differential equations from partially observed noisy data
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+New developments in state estimation for nonlinear systems
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+Is every approximate trajectory of some process near an exact trajectory of a nearby process?
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+On measures of dependence
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+A Stochastic Approximation Method
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+Designing nonlinear filters based on Daum's theory
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+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
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+Analysis of data sets of stochastic systems
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+Perspectives on errors-in-variables estimation for dynamic systems
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+On the Numerical Solution of Constrained Least-Squares Problems
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+A SIMPLE METHOD TO REVEAL THE PARAMETERS OF THE LORENZ SYSTEM
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+Modeling Noisy Time Series: Physiological Tremor
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+Parameter estimation in nonlinear stochastic differential equations
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+Parametric, nonparametric and parametric modelling of a chaotic circuit time series
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+Reconstruction of nonlinear time delay models from data by the use of optimal transformations.
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+Robust Kalman filtering for uncertain discrete-time systems
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+Parameter estimation for continuous-time models - a survey
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+https://doi.org/10.1142/s0218127404010345
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