Reconstructing Nonlinear Dynamics by Extended Kalman Filtering

DOI10.1142/S0218127498000358zbMath0938.93058OpenAlexW2019705529MaRDI QIDQ4936207

David M. Walker, Alistair I. Mees

Publication date: 24 January 2000

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

Full work available at URL: https://doi.org/10.1142/s0218127498000358

zbMATH Keywords

parameter estimationtime seriesnonlinear dynamicsextended Kalman filterradial basis function models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Neural networks for/in biological studies, artificial life and related topics (92B20) Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)

Related Items

Nonlinear dynamical system identification with dynamic noise and observational noise, IMPROVED PARAMETER ESTIMATION FROM NOISY TIME SERIES FOR NONLINEAR DYNAMICAL SYSTEMS, PARAMETER ESTIMATION USING KALMAN FILTERS WITH CONSTRAINTS

Cites Work

• Noise Reduction of Chaotic Systems by Kalman Filtering and by Shadowing