Filtering for a Duffing-van der Pol stochastic differential equation

DOI10.1016/j.amc.2013.10.038zbMath1354.93155OpenAlexW2076529595WikidataQ115361505 ScholiaQ115361505MaRDI QIDQ505764

Shambhu N. Sharma, Hiren G. Patel

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

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

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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.
• Stochastic processes and filtering theory
• Estimation of the coefficients of a diffusion from discrete observations
• Precomputed-Gain Nonlinear Filters for Nonlinear Systems With State-Dependent Noise
• Filtering via Simulation: Auxiliary Particle Filters
• Dynamics of a stochastically perturbed two-body problem

This page was built for publication: Filtering for a Duffing-van der Pol stochastic differential equation