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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...
Autor principal: | MacKay, R. S. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
The Royal Society
2021
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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 |
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