Multi‐moment statistical characterization and nonlinear filtering of chaos

DOI10.1108/03321641311305818zbMath1279.60052OpenAlexW2031652014MaRDI QIDQ2842728

Z. Lovtchikova, Valeri Kontorovich

Publication date: 16 August 2013

Published in: COMPEL - The international journal for computation and mathematics in electrical and electronic engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/03321641311305818

zbMATH Keywords

chaosKalman filteringstrange attractorStratonovich-Kushner equationdegenerated Markov processmulti-moment cumulant

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Markov processes (60J99)

Cites Work

• Correlation properties of chaos: cumulant approach
• Non-linear filtering for Markov stochastic processes, using higher-order statistics (HOS) approach

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