On the effectiveness of Monte Carlo for initial uncertainty forecasting in nonlinear dynamical systems

DOI10.1016/j.automatica.2017.09.025zbMath1378.93123OpenAlexW2767067627MaRDI QIDQ680541

Mrinal Kumar, Chao Yang

Publication date: 23 January 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.09.025

zbMATH Keywords

randomized methodsestimation theoryMonte Carlo based simulationsuncertainty forecasting

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)

Uses Software

• EnKF

Cites Work

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