We investigate the accuracy of inference in a chaotic dynamical system (Duffing oscillator) with the Unscented Kalman Filter, and quantify the dependence on the sample size, the signal to noise ratio and the initialization.
Michela Eugenia Pasetto, D.H. (2017). Statistical Inference in the Duffing System with the Unscented Kalman Filter. Groningen : Johann Bernoulli Institute.
Statistical Inference in the Duffing System with the Unscented Kalman Filter
Michela Eugenia Pasetto
Writing – Original Draft Preparation
;Umberto NoeWriting – Review & Editing
;Alessandra LuatiWriting – Review & Editing
2017
Abstract
We investigate the accuracy of inference in a chaotic dynamical system (Duffing oscillator) with the Unscented Kalman Filter, and quantify the dependence on the sample size, the signal to noise ratio and the initialization.File in questo prodotto:
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