Nie Xiaokai, Coca Daniel
Department of Automatic Control and Systems Engineering, The University of Sheffield, Sheffield S1 3JD, United Kingdom.
Leeds Institute for Data Analytics, University of Leeds, Leeds LS2 9JT, United Kingdom.
Commun Nonlinear Sci Numer Simul. 2018 Jan;54:248-266. doi: 10.1016/j.cnsns.2017.05.011.
The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.
本文介绍了一种基于矩阵的方法,用于估计在受到具有已知密度的加性随机扰动时生成给定概率密度函数序列的唯一一维离散时间动态系统。