A Kushner approach for small random perturbations of the Duffing-van der Pol system

DOI10.1016/j.automatica.2008.12.010zbMath1162.93034OpenAlexW2031328646MaRDI QIDQ1023389

Shambhu N. Sharma

Publication date: 11 June 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.12.010

zbMATH Keywords

nonlinear filtersnonlinear stochastic differential equationqualitative analysis

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items

Filtering theory for a weakly coloured noise process ⋮ Filtering for a Duffing-van der Pol stochastic differential equation

Cites Work

• Lyapunov exponents for small random perturbations of Hamiltonian systems.
• Stochastic processes and filtering theory
• A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
• Filtering via Simulation: Auxiliary Particle Filters
• Filtering of Stochastic Nonlinear Differential Systems via a Carleman Approximation Approach
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