Final published version
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
| Publication date | 14/11/2005 |
|---|---|
| Host publication | Unsolved problems of noise fluctuations: UPoN 2005: Fourth International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology, and High Technology |
| Publisher | American Institute of Physics Inc. |
| Pages | 539-545 |
| Number of pages | 7 |
| ISBN (print) | 0735402892, 9780735402898 |
| <mark>Original language</mark> | English |
| Event | UPoN 2005: 4th International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology and High Technology - Gallipoli, Lecce, Italy Duration: 6/06/2005 → 10/06/2005 |
| Conference | UPoN 2005: 4th International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology and High Technology |
|---|---|
| Country/Territory | Italy |
| City | Gallipoli, Lecce |
| Period | 6/06/05 → 10/06/05 |
| Name | AIP Conference Proceedings |
|---|---|
| Volume | 800 |
| ISSN (Print) | 0094-243X |
| ISSN (electronic) | 1551-7616 |
| Conference | UPoN 2005: 4th International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology and High Technology |
|---|---|
| Country/Territory | Italy |
| City | Gallipoli, Lecce |
| Period | 6/06/05 → 10/06/05 |
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.