A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems
DOI10.1088/0266-5611/29/6/065002zbMATH Open1272.93119OpenAlexW2006838329WikidataQ60585152 ScholiaQ60585152MaRDI QIDQ2852279FDOQ2852279
Authors: Tara Raveendran, Saikat Sarkar, Debasish Roy, Ram Mohan Vasu 
Publication date: 8 October 2013
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0266-5611/29/6/065002
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nonlinear dynamical systemsGirsanov corrected particle filterinverse problem of state and parameter estimationsnonlinear stochastic differential equations (SDEs)
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variable structure systems (93B12) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)
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