scientific article; zbMATH DE number 7148143
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Publication:5207089
zbMATH Open1449.37060MaRDI QIDQ5207089FDOQ5207089
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Publication date: 6 January 2020
Full work available at URL: http://chjs.mat.utfsm.cl/volumes/04/01/Sanchez_Infante(2013).pdf#vol4-number1-2013
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Monte Carlo methods (65C05) Sequential statistical analysis (62L10) Numerical chaos (65P20) Dynamical systems in numerical analysis (37N30)
Cites Work
- Sequential Monte Carlo Methods in Practice
- Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
- Sequential Imputations and Bayesian Missing Data Problems
- Filtering via Simulation: Auxiliary Particle Filters
- Filtering complex turbulent systems.
- Bayesian forecasting and dynamic models.
- Sequential Monte Carlo Methods for Dynamic Systems
- Deterministic Nonperiodic Flow
- Monte Carlo Smoothing for Nonlinear Time Series
- Independent Particle Filters
- A two-dimensional mapping with a strange attractor
- Title not available (Why is that?)
- Nonlinear prediction of chaotic time series
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- Kalman filtering. With real-time applications
- Mathematical strategies for filtering turbulent dynamical systems
- Markov chain Monte Carlo estimation of nonlinear dynamics from time series
Cited In (8)
- Nonlinear filtering of oscillatory measurements in cardiovascular applications
- PARAMETER ESTIMATION USING KALMAN FILTERS WITH CONSTRAINTS
- Nonlinear signal reconstruction based on the decomposition into chaotic components
- On the accuracy and convergence of the minimax filtering algorithm for chaotic signals
- Nonlinear filters for chaotic oscillatory systems
- Noise-tolerant algebraic method for reconstruction of nonlinear dynamical systems
- Particle-filter-based estimation and prediction of chaotic states
- Reconstruction of the Lorenz and Chen systems with noisy observations
Uses Software
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