Reconstructing Nonlinear Dynamics by Extended Kalman Filtering

DOI10.1142/S0218127498000358MaRDI QIDQ4936207zbMATH OpenOpenAlexFDO

Authors David M. Walker, Alistair Mees

Publication date 24 January 2000

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127498000358

zbMATH Keywords

extended Kalman filternonlinear dynamicsparameter estimationradial basis function modelstime series

Mathematics Subject Classification ID

Neural networks for/in biological studies, artificial life and related topics (92B20) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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Cites work

• Noise Reduction of Chaotic Systems by Kalman Filtering and by Shadowing

Cited in

(6)

• IMPROVED PARAMETER ESTIMATION FROM NOISY TIME SERIES FOR NONLINEAR DYNAMICAL SYSTEMS
• Parameter estimation of RBF-AR model based on the EM-EKF algorithm
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• EKF-SINDy: empowering the extended Kalman filter with sparse identification of nonlinear dynamics
• Nonlinear dynamical system identification with dynamic noise and observational noise

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