Abstract / Description of output
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.
Original language | English |
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Title of host publication | Proceedings of the 32nd International Workshop on Statistical Modelling |
Editors | Marco Grzegorczyk, Giacomo Ceoldo |
Pages | 119-122 |
Publication status | Published - 1 Jul 2017 |
Keywords / Materials (for Non-textual outputs)
- Bayesian filtering
- Unscented Kalman Filte
- Chaotic dynamical system
- Parameter estimation