Perron–Frobenius Operator Filter for Stochastic Dynamical Systems

DOI10.1137/23M1547391arXiv2301.03080OpenAlexW4392863517MaRDI QIDQ6131424

Lijian Jiang, Ningxin Liu

Publication date: 5 April 2024

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.03080

zbMATH Keywords

Perron-Frobenius operatorparticle filterBayesian filteringstochastic dynamical systems

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Approximation methods and numerical treatment of dynamical systems (37M99)

Related Items (1)

Model free data assimilation with Takens embedding

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