Stochastic Parameter Estimation of Non-Linear Systems

DOI10.1007/978-94-010-0179-3_23MaRDI QIDQ4650494zbMATH OpenOpenAlexFDO

Authors Marcello Vasta

Publication date 11 February 2005

Published in Solid Mechanics and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-94-010-0179-3_23

zbMATH Keywords

nonlinear systemsstochastic parameter estimationunknown random excitation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to environmental and related topics (62P12) Estimation and detection in stochastic control theory (93E10)

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Cited in

(23)

• Identification of stiffness, dissipation and input parameters of randomly excited non-linear systems: capability of restricted potential models (RPM)
• Prediction of the response of nonlinear oscillators under stochastic parametric and external excitations
• Response of non-linear systems with parameter uncertainties
• Energy based stochastic estimation of nonlinear oscillators with parametric random excitation
• Stochastic structural system identification. I: Mean parameter estimation. II: Variance parameter estimation
• The estimation method of normalized nonlinear output frequency response functions with only response signals under stochastic excitation
• A nonparametric method of estimating nonlinear dynamical system models
• Estimation of the main parameter values of a nonlinear dynamical system with noise in an experiment
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• Prediction error estimator for non-linear stochastic systems
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• Discussion on: ``A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems
• scientific article; zbMATH DE number 1232443 (Why is no real title available?)
• Noise Effects in Nonlinear System Identification with Applications to Structures and Systems with Viscoelastic Elements
• scientific article; zbMATH DE number 817272 (Why is no real title available?)
• Parameter and Structure Inference for Nonlinear Dynamical Systems
• Data-based stochastic models of uncertain nonlinear systems
• Application of Volterra and Wiener theories for nonlinear parameter estimation in a rotor-bearing system
• Discussion on: ``A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems
• How to deal with parameter estimation in continuous-time stochastic systems
• Nonlinear analysis of a structure loaded by a stochastic excitation

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