Simultaneous State and Parameter Estimation Using Maximum Relative Entropy with Nonhomogenous Differential Equation Constraints

Simultaneous State and Parameter Estimation Using Maximum Relative Entropy with Nonhomogenous Differential Equation Constraints

In this paper, we continue our efforts to show how maximum relative entropy (MrE) can be used as a universal updating algorithm. Here, our purpose is to tackle a joint state and parameter estimation problem where our system is nonlinear and in a non-equilibrium state, i.e., perturbed by varying exte...

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Bibliographic Details
Main Authors: Adom Giffin, Renaldas Urniezius
Format: Article
Language:English
Published: MDPI AG 2014-09-01
Series:Entropy
Subjects:
Kalman filter
extended Kalman
Bayesian
complexity
nonhomogenous differential equation
nonlinear
non-equilibrium
relative entropy
dynamical systems
Online Access:http://www.mdpi.com/1099-4300/16/9/4974

Internet

http://www.mdpi.com/1099-4300/16/9/4974

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