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.
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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 |
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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 |
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