Sequential parameter estimation for stochastic systems

The quality of the prediction of dynamical system evolution is determined by the accuracy to which initial conditions and forcing are known. Availability of future observations permits reducing the effects of errors in assessment the external model parameters by means of a filtering algorithm. U...

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Bibliographic Details
Main Author: G. A. Kivman
Format: Article
Language:English
Published: Copernicus Publications 2003-01-01
Series:Nonlinear Processes in Geophysics
Online Access:http://www.nonlin-processes-geophys.net/10/253/2003/npg-10-253-2003.pdf