Maximum a posteriori joint state path and parameter estimation in stochastic differential equations
=== A wide variety of phenomena of engineering and scientific interest are of a continuous-time nature and can be modeled by stochastic differential equations (SDEs), which represent the evolution of the uncertainty in the states of a system. For systems of this class, some parameters of the SDE mi...
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| Format: | Others |
| Language: | English |
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Universidade Federal de Minas Gerais
2014
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| Online Access: | http://hdl.handle.net/1843/BUOS-9S3H9D |