A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification

DOI10.1016/j.physd.2013.12.007zbMath1285.93101arXiv1302.3330OpenAlexW2046082338WikidataQ60585145 ScholiaQ60585145MaRDI QIDQ2448789

Yanyan Li

Publication date: 5 May 2014

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.3330

zbMATH Keywords

error estimatesnonlinear system identificationEuler approximationinner iterationsKushner-Stratonovich equationMonte Carlo filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)

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