Effective filtering on a random slow manifold
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Publication:4585729
DOI10.1088/1361-6544/aad30czbMath1394.60037arXiv1711.05377OpenAlexW3098854649WikidataQ129310250 ScholiaQ129310250MaRDI QIDQ4585729
Huijie Qiao, Yanjie Zhang, Jin-qiao Duan
Publication date: 6 September 2018
Published in: Nonlinearity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.05377
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Invariant manifold theory for dynamical systems (37D10)
Related Items (7)
Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes ⋮ Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises ⋮ Effective filtering for slow-fast systems via Wong-Zakai approximation ⋮ Stochastic dynamics and data science ⋮ The role of slow manifolds in parameter estimation for a multiscale stochastic system with α-stable Lévy noise ⋮ Effective filtering analysis for non-Gaussian dynamic systems ⋮ Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces
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