Identification of Stochastic Models from Observations

  • Josef Honerkamp
Part of the Advanced Texts in Physics book series (ADTP)


Having studied methods for analyzing a signal that was interpreted as a realization of a stochastic process, we now turn to some basics of model-based data analysis. We shall formulate the questions which may be addressed for a given set of data assuming a suitable model or a suitable structure of a model.


Short Path Stochastic Model Kalman Filter Regularization Parameter Observation Equation 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Josef Honerkamp
    • 1
  1. 1.Fakultät für PhysikAlbert-Ludwig-Universität FreiburgFreiburgGermany

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