EKF-SINDy: empowering the extended Kalman filter with sparse identification of nonlinear dynamics

DOI10.1016/j.cma.2024.117264MaRDI QIDQ6609776

Stefano Mariani, Paolo Conti, Andrea Manzoni, Luca Rosafalco, Attilio Frangi

Publication date: 24 September 2024

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

zbMATH Keywords

system identificationnonlinear dynamicsextended Kalman filteruncertainty quantificationtime-delay embedding

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Time series analysis of dynamical systems (37M10) Geophysical solid mechanics (74L05) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)

This page was built for publication: EKF-SINDy: empowering the extended Kalman filter with sparse identification of nonlinear dynamics