A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems.
Jianbing ChenMeng-Ze LyuPublished in: J. Comput. Phys. (2020)
Keyphrases
- dynamical systems
- probability density function
- weibull distribution
- density function
- density estimation
- differential equations
- probability distribution
- gaussian mixture model
- nonlinear dynamical systems
- bayesian framework
- probability density
- state space
- mixture model
- em algorithm
- expectation maximization
- predictive state representations
- linear dynamical systems
- knowledge discovery
- statistical methods
- monte carlo
- image processing
- feature extraction
- low dimensional
- data mining
- maximum likelihood
- machine learning