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LEAST SQUARES ESTIMATION OF DISCRETE LINEAR DYNAMIC SYSTEMS USING ORTHOGONAL TRANSFORMATIONS
DISCRETE LINEAR DYNAMIC SYSTEMS ORTHOGONAL TRANSFORMATIONS
2015/7/3
Kalman [9] introduced a method for estimating the state of a discrete linear dynamic
system subject to noise. His method is fast but has poor numerical properties. Duncan and Horn [3]
showed that th...
An ANOVA Test for Parameter Estimability using Data Cloning with Application to Statistical Inference for Dynamic Systems
Maximum Likelihood Estimation Over -Parametrized Models Markov Chain Monte Carlo Parameter Identifiability Differential Equation Models
2013/6/14
Models for complex systems are often built with more parameters than can be uniquely identified by available data. Because of the variety of causes, identifying a lack of parameter identifiability typ...
Approximate Propagation of both Epistemic and Aleatory Uncertainty through Dynamic Systems
Uncertainty Propagation Epistemic Uncertainty Aleatory Uncertainty Dempster-Shafer
2011/7/19
When ignorance due to the lack of knowledge, modeled as epistemic uncertainty using Dempster-Shafer structures on closed intervals, is present in the model parameters, a new uncertainty propagation me...