Filtering for a Duffing-van der Pol stochastic differential equation

DOI10.1016/J.AMC.2013.10.038MaRDI QIDQ505764zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cited in

(2)

• scientific article; zbMATH DE number 4042965 (Why is no real title available?)
• A Kushner approach for small random perturbations of the Duffing-van der Pol system

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