메뉴 건너뛰기




Volumn 5845, Issue , 2005, Pages 173-181

Reconstruction of stochastic nonlinear dynamical models from trajectory measurements

Author keywords

Bayesian inference; Nonlinear model reconstruction

Indexed keywords

MATHEMATICAL MODELS; RANDOM PROCESSES; SPURIOUS SIGNAL NOISE; TIME SERIES ANALYSIS; VECTORS;

EID: 28444458496     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.610457     Document Type: Conference Paper
Times cited : (4)

References (23)
  • 1
    • 28444459726 scopus 로고    scopus 로고
    • Challenges in modelling nonlinear systems: A worked example
    • A. I. Mees, ed., ch. I, Birkhäuser, Boston
    • H. D. I. Abarbanel, "Challenges in modelling nonlinear systems: a worked example," in Nonlinear dynamics and statistics, A. I. Mees, ed., ch. I, pp. 1-30, Birkhäuser, Boston, 2001.
    • (2001) Nonlinear Dynamics and Statistics , pp. 1-30
    • Abarbanel, H.D.I.1
  • 2
    • 0001456705 scopus 로고    scopus 로고
    • Anatomy of a polarization switch of a vertical-cavity semiconductor laser
    • M. Willemsen, M. P. van Exter, and J. P. Woerdman, "Anatomy of a polarization switch of a vertical-cavity semiconductor laser," Phys. Rev. Lett. 84(19), pp. 4337-4340, 2000.
    • (2000) Phys. Rev. Lett. , vol.84 , Issue.19 , pp. 4337-4340
    • Willemsen, M.1    Van Exter, M.P.2    Woerdman, J.P.3
  • 3
    • 0033536183 scopus 로고    scopus 로고
    • Single kinezin molecules studied with a molecular force clamp
    • K. Visscher, M. J. Schnitzer, and S. M. Block, "Single kinezin molecules studied with a molecular force clamp," Nature 400, pp. 184-189, 1999.
    • (1999) Nature , vol.400 , pp. 184-189
    • Visscher, K.1    Schnitzer, M.J.2    Block, S.M.3
  • 4
    • 0345570524 scopus 로고    scopus 로고
    • Incorporating multiple sources of stochasticity into dynamic population models
    • C. Calder, M. Lavine, P. Müller, and J. S. Clark, "Incorporating multiple sources of stochasticity into dynamic population models," Ecology 84(6), pp. 1395-1402, 2003.
    • (2003) Ecology , vol.84 , Issue.6 , pp. 1395-1402
    • Calder, C.1    Lavine, M.2    Müller, P.3    Clark, J.S.4
  • 5
    • 0004161731 scopus 로고    scopus 로고
    • Wiley series in probability and statistics, Wiley, Chichester
    • P. Congdon, Bayesian statistical modelling, Wiley series in probability and statistics, Wiley, Chichester, 2001.
    • (2001) Bayesian Statistical Modelling
    • Congdon, P.1
  • 7
    • 28444443941 scopus 로고    scopus 로고
    • http:/research.microsoft.com/~minka/papers/dynamic.html
  • 8
    • 0042284246 scopus 로고    scopus 로고
    • Analysis of data sets of stochastic systems
    • S. Siegert, R. Friedrich, and J. Peinke, "Analysis of data sets of stochastic systems," Phys. Lett. A 253, pp. 275-280, 1998.
    • (1998) Phys. Lett. A , vol.253 , pp. 275-280
    • Siegert, S.1    Friedrich, R.2    Peinke, J.3
  • 9
    • 0041502402 scopus 로고    scopus 로고
    • Analysis of time series from stochastic processes
    • J. Gradisek, S. Siegert, R. Friedrich, and I. Grabec, "Analysis of time series from stochastic processes," Phys. Rev. E 62(3), pp. 3146-3155, 2000.
    • (2000) Phys. Rev. E , vol.62 , Issue.3 , pp. 3146-3155
    • Gradisek, J.1    Siegert, S.2    Friedrich, R.3    Grabec, I.4
  • 11
    • 0037325324 scopus 로고    scopus 로고
    • On a quantitative method to analyze dynamical and measurement noise
    • M. Siefert, A. Kittel, R. Friedrich, and J. Peinke, "On a quantitative method to analyze dynamical and measurement noise," Europhys. Lett. 61(4), pp. 466-472, 2003.
    • (2003) Europhys. Lett. , vol.61 , Issue.4 , pp. 466-472
    • Siefert, M.1    Kittel, A.2    Friedrich, R.3    Peinke, J.4
  • 12
    • 0000536479 scopus 로고    scopus 로고
    • Estimation of noise levels for models of chaotic dynamical systems
    • J. P. M. Heald and J. Stark, "Estimation of noise levels for models of chaotic dynamical systems," Phys. Rev. Lett. 84(11), pp. 2366-2369, 2000.
    • (2000) Phys. Rev. Lett. , vol.84 , Issue.11 , pp. 2366-2369
    • Heald, J.P.M.1    Stark, J.2
  • 13
    • 41349109492 scopus 로고    scopus 로고
    • Fast bayesian reconstruction of chaotic dynamical systems via extended kalman filtering
    • R. Meyer and N. Christensen, "Fast bayesian reconstruction of chaotic dynamical systems via extended kalman filtering," Phys. Rev. E 65, p. 016206, 2001.
    • (2001) Phys. Rev. E , vol.65 , pp. 016206
    • Meyer, R.1    Christensen, N.2
  • 14
    • 0035577178 scopus 로고    scopus 로고
    • Markov chain monte carlo estimation of nonlinear dynamics from time series
    • C. L. Bremer and D. T. Kaplan, "Markov chain monte carlo estimation of nonlinear dynamics from time series," Physica D 160, pp. 116-126, 2001.
    • (2001) Physica D , vol.160 , pp. 116-126
    • Bremer, C.L.1    Kaplan, D.T.2
  • 15
    • 41349084750 scopus 로고    scopus 로고
    • Identification methods for nonlinear stochastic systems
    • J.-M. Fullana and M. Rossi, "Identification methods for nonlinear stochastic systems," Physical Review E 65, p. 031107, 2002.
    • (2002) Physical Review E , vol.65 , pp. 031107
    • Fullana, J.-M.1    Rossi, M.2
  • 16
    • 4344704484 scopus 로고    scopus 로고
    • Model reconstruction of nonlinear dynamical systems driven by noise
    • Noise in complex systems and stochastic dynamics II, Z. Gingl, J. M. Sancho, L. Schimansky-Geier, and J. Kertesz, eds., SPIE, (Bellingham)
    • V. N. Smelyanskiy and D. G.'Luchinsky, "Model reconstruction of nonlinear dynamical systems driven by noise," in Noise in complex systems and stochastic dynamics II, Z. Gingl, J. M. Sancho, L. Schimansky-Geier, and J. Kertesz, eds., Proc. SPIE 5471, pp. 344-354, SPIE, (Bellingham), 2004.
    • (2004) Proc. SPIE , vol.5471 , pp. 344-354
    • Smelyanskiy, V.N.1    Luchinsky, D.G.2
  • 19
    • 0001945666 scopus 로고
    • Functional-integral approach to parisi-wu stochastic quantization: Scalar theory
    • E. Gozzi, "Functional-integral approach to parisi-wu stochastic quantization: Scalar theory," Physical Review D 28, pp. 1922-1930, 1983.
    • (1983) Physical Review D , vol.28 , pp. 1922-1930
    • Gozzi, E.1
  • 20
    • 0001491188 scopus 로고
    • Noise-induced escape rate over a potential barrier: Results for a general noise
    • A. J. McKane, "Noise-induced escape rate over a potential barrier: Results for a general noise," Phys. Rev. A 40(7), pp. 4050-4053, 1989.
    • (1989) Phys. Rev. A , vol.40 , Issue.7 , pp. 4050-4053
    • McKane, A.J.1
  • 21
    • 0001153911 scopus 로고
    • Large fluctuations and fluctuational transitions in systems driven by colored gaussian noise-a high frequency noise
    • M. I. Dykman, "Large fluctuations and fluctuational transitions in systems driven by colored gaussian noise-a high frequency noise," Phys. Rev. A 42, pp. 2020-2029, 1990.
    • (1990) Phys. Rev. A , vol.42 , pp. 2020-2029
    • Dykman, M.I.1
  • 22
    • 0004018025 scopus 로고
    • ch. Quantum Statistics in Optics and Solid-State Physics. Springer-Verlag, New York
    • R. Graham, Tracts in Modern Physics, vol. 66, ch. Quantum Statistics in Optics and Solid-State Physics. Springer-Verlag, New York, 1973.
    • (1973) Tracts in Modern Physics , vol.66
    • Graham, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.