A nonparametric method of estimating nonlinear dynamical system models

Authors
Shoji, I
Citation
I. Shoji, A nonparametric method of estimating nonlinear dynamical system models, PHYS LETT A, 277(3), 2000, pp. 159-168
Citations number
6
Categorie Soggetti
Physics
Journal title
PHYSICS LETTERS A
ISSN journal
03759601 → ACNP
Volume
277
Issue
3
Year of publication
2000
Pages
159 - 168
Database
ISI
SICI code
0375-9601(20001127)277:3<159:ANMOEN>2.0.ZU;2-4
Abstract
We propose a nonparametric method of estimating stochastic nonlinear dynami cal system models from discrete observation. Through numerical experiments we also show the proposed method numerically works. (C) 2000 Elsevier Scien ce B.V. All rights reserved.