A deterministic filter for non-Gaussian Bayesian estimation Applications to dynamical system estimation with noisy measurements

Physica D: Nonlinear Phenomena

Volumn 241, Issue 7, 2012, Pages 775-788

  Pajonk, Oliver ^a   Rosi, Bojana V ^a   Litvinenko, Alexander ^a   Matthies, Hermann G ^a  

^a TECHNICAL UNIVERSITY OF BRAUNSCHWEIG   (Germany)

Author keywords

Bayesian estimation; Inverse problem; Kalman filter; Polynomial chaos expansion; White noise analysis

Indexed keywords

BANDPASS FILTERS; BAYESIAN NETWORKS; COMPUTATION THEORY; DYNAMICAL SYSTEMS; INVERSE PROBLEMS; KALMAN FILTERS; NUMERICAL METHODS; STATE ESTIMATION; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

BAYESIAN ESTIMATIONS; DETERMINISTIC METHODS; ENSEMBLE KALMAN FILTER; MINIMUM VARIANCE ESTIMATOR; NUMERICAL EXPERIMENTS; POLYNOMIAL CHAOS EXPANSION; POLYNOMIAL CHAOS EXPANSION (PCE); WHITE NOISE ANALYSIS;

WHITE NOISE;

EID: 84857355368     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2012.01.001     Document Type: Article

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