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Identification of Stochastic Models from Observations

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

Abstract

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.

Keywords

Short Path Stochastic Model Kalman Filter Regularization Parameter Observation Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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