Filtering for a Duffing-van der Pol stochastic differential equation

DOI10.1016/J.AMC.2013.10.038zbMATH Open1354.93155OpenAlexW2076529595WikidataQ115361505 ScholiaQ115361505MaRDI QIDQ505764FDOQ505764

Authors: Hiren G. Patel, Shambhu N. Sharma 

Publication date: 26 January 2017

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.10.038

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zbMATH Keywords

Fokker-Planck equationstochastic differential equationscontinuous state-discrete measurement systemmodified second-order filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cites Work

• Stochastic processes and filtering theory
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• Filtering via Simulation: Auxiliary Particle Filters
• Estimation of the coefficients of a diffusion from discrete observations
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• Dynamics of a stochastically perturbed two-body problem
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• A Kushner approach for small random perturbations of the Duffing-van der Pol system
• Parameter estimation in nonlinear stochastic differential equations
• Lyapunov exponents for small random perturbations of Hamiltonian systems.
• Precomputed-Gain Nonlinear Filters for Nonlinear Systems With State-Dependent Noise

Cited In (2)

• A Kushner approach for small random perturbations of the Duffing-van der Pol system
• Title not available (Why is that?)

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