NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS

DOI10.1142/S0218127404010345zbMath1129.93545OpenAlexW2016765436MaRDI QIDQ4655663

Jens Timmer, Henning U. Voss, Juergen Kurths

Publication date: 8 March 2005

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127404010345

zbMATH Keywords

maximum likelihood System identification unscented Kalman filter multiple shooting algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Time series analysis of dynamical systems (37M10)

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