A pseudo-dynamical systems approach to a class of inverse problems in engineering

DOI10.1098/rspa.2008.0501zbMath1186.37108WikidataQ60585176 ScholiaQ60585176MaRDI QIDQ3561922

No author found.

Publication date: 19 May 2010

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: http://rspa.royalsocietypublishing.org/content/vol465/issue2105/

zbMATH Keywords

linearization; inverse problems; quasi-Newton methods; ensemble Kalman filters; pseudo-dynamical systems

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93B30: System identification

37N35: Dynamical systems in control

65L09: Numerical solution of inverse problems involving ordinary differential equations

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Iterated gain-based stochastic filters for dynamic system identification, New computational approaches for wrinkled and slack membranes, Self-regularized pseudo time-marching schemes for structural system identification with static measurements

Uses Software

• EnKF

Cites Work

• A new numeric-analytical principle for nonlinear deterministic and stochastic dynamical systems
• A sequential importance sampling filter with a new proposal distribution for state and parameter estimation of nonlinear dynamical systems
• Higher order weak linearizations of stochastically driven nonlinear oscillators