Fourier series-based approximation of time-varying parameters in ordinary differential equations
DOI10.1088/1361-6420/ad1fe5arXiv2101.08872OpenAlexW4390984198WikidataQ129938303 ScholiaQ129938303MaRDI QIDQ6154905
Unnamed Author, Andrea Arnold, Unnamed Author
Publication date: 16 February 2024
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.08872
parameter estimationdynamical systemsFourier seriesBayesian inferenceapproximation modelsensemble Kalman filternonstationary inverse problems
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Control/observation systems governed by ordinary differential equations (93C15)
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