State and parameter estimation in stochastic dynamical system

The analysis and estimation in stochastic dynamical systems allow estimating unknown states and parameters through imperfect observations. These stochastic dynamical systems arise in a wide variety of applications, for example, in the tracking of moving objects and the analysis of financial time ser...

• Huvudupphovsman: Barragán Ramírez, Gabriel Alberto (author)
• Materialtyp: bachelorThesis
• Språk: eng
• Publicerad: 2020
• Ämnen: Filtro bayesiano; Estimación de estados y parámetros; Procesos estocásticos; Ecuación diferencial estocástica; Bayesian filter; State and parameter estimation; Stochastic processes; Stochastic differential equation
• Länkar: http://repositorio.yachaytech.edu.ec/handle/123456789/137