A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems (Q2852279)
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scientific article; zbMATH DE number 6213965
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| English | A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems |
scientific article; zbMATH DE number 6213965 |
Statements
A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems (English)
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8 October 2013
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inverse problem of state and parameter estimations
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nonlinear dynamical systems
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nonlinear stochastic differential equations (SDEs)
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Girsanov corrected particle filter
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0.8687791228294373
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0.7878527045249939
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0.7460994720458984
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0.7456896305084229
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0.7422876954078674
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