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Stochastic model reconstruction from incomplete noisy measurements

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Publication date14/11/2005
Host publicationUnsolved problems of noise fluctuations: UPoN 2005: Fourth International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology, and High Technology
PublisherAmerican Institute of Physics Inc.
Pages539-545
Number of pages7
ISBN (print)0735402892, 9780735402898
<mark>Original language</mark>English
EventUPoN 2005: 4th International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology and High Technology - Gallipoli, Lecce, Italy
Duration: 6/06/200510/06/2005

Conference

ConferenceUPoN 2005: 4th International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology and High Technology
Country/TerritoryItaly
CityGallipoli, Lecce
Period6/06/0510/06/05

Publication series

NameAIP Conference Proceedings
Volume800
ISSN (Print)0094-243X
ISSN (electronic)1551-7616

Conference

ConferenceUPoN 2005: 4th International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology and High Technology
Country/TerritoryItaly
CityGallipoli, Lecce
Period6/06/0510/06/05

Abstract

A technique of reconstruction of both unknown state and unknown vector-field of stochastic nonlinear dynamical system is introduced. It is based on the application of the path-integral theory to the full Bayesian inference and extended Kalman filter theory. We illustrate the application of this technique to the reconstruction of the model of FitzHugh-Nagumo oscillator from the corrupted by noise measurements. A number of important unsolved problems is identified.