A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
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Publication:2448789
DOI10.1016/j.physd.2013.12.007zbMath1285.93101arXiv1302.3330WikidataQ60585145 ScholiaQ60585145MaRDI QIDQ2448789
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
error estimates; nonlinear system identification; Euler approximation; inner iterations; Kushner-Stratonovich equation; Monte Carlo filters
93E11: Filtering in stochastic control theory
93C10: Nonlinear systems in control theory
93E12: Identification in stochastic control theory
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