Indirect Measurement Within Dynamical Context: Probabilistic Approach to Deal With Uncertainty
Baili, Hana ; Fleury, Gilles
HAL, hal-01108561 / Harvested from HAL
This paper deals with the general question of indirect measurement within dynamical continuous context. The proposed answer is of probabilistic nature in the sense that: the modeling, which is the first element of the answer, consists in transforming the initial model into a stochastic differential equation (SDE) such that, estimating the probability density function (pdf) of its process achieves the measurement, which is indeed the second element of the answer.
Publié le : 2004-12-04
Classification:  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST],  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-01108561,
     author = {Baili, Hana and Fleury, Gilles},
     title = {Indirect Measurement Within Dynamical Context: Probabilistic Approach to Deal With Uncertainty},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-01108561}
}
Baili, Hana; Fleury, Gilles. Indirect Measurement Within Dynamical Context: Probabilistic Approach to Deal With Uncertainty. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-01108561/