Nonlinear dynamical system identification with dynamic noise and observational noise

DOI10.1016/j.physd.2006.08.013zbMath1106.37049OpenAlexW2015111953MaRDI QIDQ857171

Tomomichi Nakamura, Michael Small

Publication date: 14 December 2006

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

Full work available at URL: https://doi.org/10.1016/j.physd.2006.08.013

zbMATH Keywords

least squares methoddescription lengthdynamic noisenonlinear time series modelling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12) Time series analysis of dynamical systems (37M10) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Response of the parameters of a neural network to pseudoperiodic time series

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