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Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 86, Issue 3, 2012, Pages

Estimation of noise parameters in dynamical system identification with Kalman filters

(1) Kwasniok, Frank a

a UNIVERSITY OF EXETER (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ENSEMBLE KALMAN FILTER; INTERNAL CONSISTENCY; LORENZ SYSTEM; NOISE COVARIANCE; NOISE PARAMETERS; NON-GAUSSIAN; ORNSTEIN-UHLENBECK PROCESS; PARTICLE FILTER; PREDICTIVE UNCERTAINTY; UNSCENTED KALMAN FILTER; VAN DER POL OSCILLATOR;

CIRCUIT OSCILLATIONS; DIGITAL STORAGE; DYNAMICAL SYSTEMS; IDENTIFICATION (CONTROL SYSTEMS);

KALMAN FILTERS;

EID: 84867006591 PISSN: 15393755 EISSN: 15502376 Source Type: Journal
DOI: 10.1103/PhysRevE.86.036214 Document Type: Article

Times cited : (15)

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