Nonlinear filters for chaotic oscillatory systems

DOI10.1007/S11071-008-9349-ZzbMATH Open1248.70022OpenAlexW2159268219MaRDI QIDQ840529FDOQ840529

Authors: N. E. Zubov 

Publication date: 11 September 2009

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-008-9349-z

Recommendations

• Nonlinear state estimation, indistinguishable states, and the extended Kalman filter
• scientific article; zbMATH DE number 7148143
• Particle-filter-based estimation and prediction of chaotic states
• Study of nonlinear filter methods: Particle filter
• Use of particle filters in an active control algorithm for noisy nonlinear structural dynamical systems

zbMATH Keywords

extended Kalman filterDuffing oscillatornon-Gaussian transition probability density function

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Transition to stochasticity (chaotic behavior) for nonlinear problems in mechanics (70K55) Random vibrations in mechanics of particles and systems (70L05) Computational methods for problems pertaining to mechanics of particles and systems (70-08)

Cites Work

• Sequential Monte Carlo Methods in Practice
• Stochastic processes and filtering theory
• Statistical and computational inverse problems.
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Title not available (Why is that?)
• Sequential Imputations and Bayesian Missing Data Problems
• Title not available (Why is that?)
• Data Assimilation
• Title not available (Why is that?)
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Unscented Kalman filtering for nonlinear structural dynamics
• Kalman filtering with real-time applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Monte Carlo technique for prediction and filtering of non-linear stochastic processes
• Parameter identification in explicit structural dynamics: performance of the extended Kalman filter
• Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property
• A sequential importance sampling filter with a new proposal distribution for state and parameter estimation of nonlinear dynamical systems
• Monte Carlo filters for identification of nonlinear structural dynamical systems

Cited In (14)

• Uncertainty estimation in equality-constrained MAP and maximum likelihood estimation with applications to system identification and state estimation
• The digital twin of discrete dynamic systems: initial approaches and future challenges
• On the chaotic behavior of a third-order log-domain filter
• Joint maximum \textit{a posteriori} state path and parameter estimation in stochastic differential equations
• Wiener chaos and nonlinear filtering
• A parallel time integrator for noisy nonlinear oscillatory systems
• Gaussian sum approximation filter for nonlinear dynamic time-delay system
• Failure assessment of layered composites subject to impact loadings: a finite element, sigma-point Kalman filter approach
• Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems
• Title not available (Why is that?)
• Particle-filter-based estimation and prediction of chaotic states
• Computation of Delay-Free Nonlinear Digital Filter Networks: Application to Chaotic Circuits and Intracellular Signal Transduction
• A preprocessing method for parameter estimation in ordinary differential equations
• Simultaneous state-input-stiffness estimation for nonlinear Duffing oscillators avoiding Jacobian linearization

Uses Software

• EnKF

This page was built for publication: Nonlinear filters for chaotic oscillatory systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q840529)