Luchinsky, D. G. and Smelyanskiy, V. N. and Smith, J. (2005) Stochastic model reconstruction from incomplete noisy measurements. In: Unsolved problems of noise fluctuations. AIP Conference Proceedings . American Institute of Physics Inc., ITA, pp. 539-545. ISBN 0735402892
Full text not available from this repository.Abstract
A technique of reconstruction of both unknown state and unknown vector-field of stochastic nonlinear dynamical system is introduced. It is based on the application of the path-integral theory to the full Bayesian inference and extended Kalman filter theory. We illustrate the application of this technique to the reconstruction of the model of FitzHugh-Nagumo oscillator from the corrupted by noise measurements. A number of important unsolved problems is identified.