Monte Carlo filters for identification of nonlinear structural dynamical systems

DOI10.1007/BF02716784zbMath1154.93039MaRDI QIDQ949160

B. E. Eshmatov

Publication date: 20 October 2008

Published in: Sādhanā (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equations; particle filters; nonlinear structural system identification

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G35: Signal detection and filtering (aspects of stochastic processes)

93E12: Identification in stochastic control theory

60H30: Applications of stochastic analysis (to PDEs, etc.)

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