Quantifying uncertainty in state and parameter estimation
نویسندگان
چکیده
منابع مشابه
Quantifying uncertainty in state and parameter estimation.
Observability of state variables and parameters of a dynamical system from an observed time series is analyzed and quantified by means of the Jacobian matrix of the delay coordinates map. For each state variable and each parameter to be estimated, a measure of uncertainty is introduced depending on the current state and parameter values, which allows us to identify regions in state and paramete...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2014
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.89.050902