132 citations · 343 across the 44 of their papers we have counts for
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math.DS2013★ 1 cited
A parameter estimation method based on random slow manifolds
Jian Ren, Jinqiao Duan
A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow…
math.DS2013★ 5 cited
State estimation under non-Gaussian Levy noise: A modified Kalman filtering method
Xu Sun, Jinqiao Duan, Xiaofan Li +1
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian Lévy noise is present, the conventional Kalman filter may fail…
math.DS2013★ 1 cited
Stochastic Averaging Principle for Dynamical Systems with Fractional Brownian Motion
Yong Xu, Rong Guo, Di Liu +2
Stochastic averaging for a class of stochastic differential equations (SDEs) with fractional Brownian motion, of the Hurst parameter H in the interval (1/2, 1), is investigated. An…