An information field theory approach to Bayesian state and parameter estimation in dynamical systems.

Kairui Hao Ilias Bilionis

Published in: J. Comput. Phys. (2024)

Keyphrases

parameter estimation
dynamical systems
maximum likelihood
dynamic systems
least squares
model selection
nonlinear dynamical systems
control theory
em algorithm
expectation maximization
markov chain
state space
differential equations
random fields
prior knowledge
agent environment
high dimensional