Statistical Inference in the Duffing System with the Unscented Kalman Filter

Pasetto, M. E., Husmeier, D. , Noè, U. and Luati, A. (2017) Statistical Inference in the Duffing System with the Unscented Kalman Filter. In: 32nd International Workshop on Statistical Modelling, Groningen, Netherlands, 03-07 Jul 2017, pp. 119-122.

[img]
Preview
Text
144329.pdf - Accepted Version

1MB

Publisher's URL: https://iwsm2017.webhosting.rug.nl/IWSM_2017_V2.pdf

Abstract

We investigate the accuracy of inference in a chaotic dynamical sys- tem (Duffing oscillator) with the Unscented Kalman Filter, and quantify the dependence on the sample size, the signal to noise ratio and the initialization.

Item Type:Conference Proceedings
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Noe, Mr Umberto and Husmeier, Professor Dirk and Pasetto, Michela
Authors: Pasetto, M. E., Husmeier, D., Noè, U., and Luati, A.
College/School:College of Science and Engineering > School of Mathematics and Statistics > Statistics
Copyright Holders:Copyright © 2017 The Authors
First Published:First published in Proceedings of the 32nd International Workshop on Statistical Modelling: 119-122
Publisher Policy:Reproduced with the permission of the Editor
Related URLs:

University Staff: Request a correction | Enlighten Editors: Update this record