Markov chain Monte Carlo estimation of nonlinear dynamics from time series

DOI10.1016/S0167-2789(01)00323-2zbMath1001.37087OpenAlexW2029000318MaRDI QIDQ5950434

Daniel T. Kaplan, Christopher L. Bremer

Publication date: 11 December 2001

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-2789(01)00323-2

zbMATH Keywords

nonlinear parameter estimationBayesian conditional probabilitiesnonlinear noise reduction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Time series analysis of dynamical systems (37M10)

Related Items

Unnamed Item, Exploiting dynamical coherence: a geometric approach to parameter estimation in nonlinear models, TIME SERIES ANALYSIS OF MULTIVARIATE TIME-DELAYED SYSTEMS WITH NOISE: APPLICATIONS TO LASER PHYSICS AND HUMAN MOVEMENT, INFERENCE OF SYSTEMS WITH DELAY AND APPLICATIONS TO CARDIOVASCULAR DYNAMICS, Nonlinear system identification using radial basis functions, NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS, Identification of chaotic systems with hidden variables (modified Bock's algorithm)

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