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

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

Chao Yang, Mrinal Kumar

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 methods; estimation theory; Monte Carlo based simulations; uncertainty forecasting

Mathematics Subject Classification ID

65C05: Monte Carlo methods

93C41: Control/observation systems with incomplete information

93E10: Estimation and detection in stochastic control theory

Uses Software

• EnKF