Probabilistic predictability of stochastic dynamical systems

DOI10.1016/J.AUTOMATICA.2025.112160MaRDI QIDQ6929973zbMATH OpenFDO

Authors Tao Xu, Yushan Li, Jianping He

Publication date 16 September 2025

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2025.112160

zbMATH Keywords

predictabilityprobabilistic predictionstochastic dynamical system

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

Cites work

• An accurate and efficient approach to probabilistic conflict prediction
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• Limits of Predictability in Human Mobility
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• Predictability and unpredictability in Kalman filtering
• Predictability: a way to characterize complexity
• Probabilistic robust design of control systems for high-fidelity cyber-physical testing
• Proper local scoring rules
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Worst-case Prediction Performance Analysis of the Kalman Filter

Cited in

(1)

• Predictability of complex systems

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