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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2014-09-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/16/9/4974 |