One dynamical input reconstruction problem: tuning of solving algorithm via numerical experiments
The input reconstruction problem for a stochastic differential equation is investigated by means of the approach of the theory of dynamic inversion. The statement when the simultaneous reconstruction of disturbances in both the deterministic and stochastic terms of the equation is performed from the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2019-06-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/10.3934/math.2019.3.699/fulltext.html |