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math.DS2024
Online learning in bifurcating dynamic systems via SINDy and Kalman filtering
Luca Rosafalco, Paolo Conti, Andrea Manzoni +2
We propose the use of the Extended Kalman Filter (EKF) for online data assimilation and update of a dynamic model, preliminary identified through the Sparse Identification of Nonli…
math.DS2024★ 40 cited
EKF-SINDy: Empowering the extended Kalman filter with sparse identification of nonlinear dynamics
Luca Rosafalco, Paolo Conti, Andrea Manzoni +2
Measured data from a dynamical system can be assimilated into a predictive model by means of Kalman filters. Nonlinear extensions of the Kalman filter, such as the Extended Kalman…