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Stochastic model reconstruction from incomplete noisy measurements. /
Luchinsky, D. G.; Smelyanskiy, V. N.; Smith, J.
Unsolved problems of noise fluctuations: UPoN 2005: Fourth International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology, and High Technology. American Institute of Physics Inc., 2005. p. 539-545 (AIP Conference Proceedings; Vol. 800).
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Luchinsky, DG, Smelyanskiy, VN & Smith, J 2005,
Stochastic model reconstruction from incomplete noisy measurements. in
Unsolved problems of noise fluctuations: UPoN 2005: Fourth International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology, and High Technology. AIP Conference Proceedings, vol. 800, American Institute of Physics Inc., pp. 539-545, UPoN 2005: 4th International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology and High Technology, Gallipoli, Lecce, Italy,
6/06/05.
https://doi.org/10.1063/1.2138665
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Bibtex
@inproceedings{cd01f517874b4f2e9e5b4ed4f68acc0c,
title = "Stochastic model reconstruction from incomplete noisy measurements",
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.",
author = "Luchinsky, {D. G.} and Smelyanskiy, {V. N.} and J. Smith",
year = "2005",
month = nov,
day = "14",
doi = "10.1063/1.2138665",
language = "English",
isbn = "0735402892",
series = "AIP Conference Proceedings",
publisher = "American Institute of Physics Inc.",
pages = "539--545",
booktitle = "Unsolved problems of noise fluctuations",
note = "UPoN 2005: 4th International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology and High Technology ; Conference date: 06-06-2005 Through 10-06-2005",
}
RIS
TY - GEN
T1 - Stochastic model reconstruction from incomplete noisy measurements
AU - Luchinsky, D. G.
AU - Smelyanskiy, V. N.
AU - Smith, J.
PY - 2005/11/14
Y1 - 2005/11/14
N2 - 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.
AB - 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.
U2 - 10.1063/1.2138665
DO - 10.1063/1.2138665
M3 - Conference contribution/Paper
AN - SCOPUS:33750304294
SN - 0735402892
SN - 9780735402898
T3 - AIP Conference Proceedings
SP - 539
EP - 545
BT - Unsolved problems of noise fluctuations
PB - American Institute of Physics Inc.
T2 - UPoN 2005: 4th International Conference on Unsolved Problems of Noise and Fluctuations in Physics, Biology and High Technology
Y2 - 6 June 2005 through 10 June 2005
ER -
