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Inference of dominant modes for linear stochastic processes

For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer (estimate) their dominant modes from observations in real time. The modes can be real or complex. For a real mode (monotone decay), the goal is to infer i...

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Detalles Bibliográficos
Autor principal: MacKay, R. S.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Royal Society 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8059618/
https://www.ncbi.nlm.nih.gov/pubmed/33996116
http://dx.doi.org/10.1098/rsos.201442