Parameter estimation for random dynamical systems using slice sampling

Author:

Hatjispyros S.J.,Nicoleris Theodoros,Walker Stephen G.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference19 articles.

1. On the nature of turbulence;Ruelle;Comm. Math. Phys.,1971

2. On the nature of turbulence;Ruelle;Comm. Math. Phys.,1971

3. Regular and Stochastic Motion;Lichtenberg,1983

4. Transport properties, Lyapunov exponents and entropy per unit time;Gaspard;Phys. Rev. Lett.,1990

5. Local transport coefficients for chaotic systems;Yannacopoulos;J. Phys. A: Math. Gen.,1997

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1. Nonlinear Stochastic Parameter Estimation of a Random Duffing–van der Pol Oscillator Using Fokker–Planck Type Residual;Transactions of the Institute of Systems, Control and Information Engineers;2023-05-15

2. Parameter estimation of a random Duffing–van der Pol system via Fokker–Planck type residual;Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications;2022-03-31

3. A Bayesian nonparametric approach to dynamical noise reduction;Chaos: An Interdisciplinary Journal of Nonlinear Science;2018-06

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5. Dependent mixtures of Dirichlet processes;Computational Statistics & Data Analysis;2011-06

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