Statistical inference for dynamical systems: a review

2012/04/27 by McGoff, Kevin, Mukherjee, Sayan, Pillai, Natesh S.
#Dynamical Systems (math.DS) #FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1204.6265

Abstract

The topic of statistical inference for dynamical systems has been studied extensively across several fields. In this survey we focus on the problem of parameter estimation for non-linear dynamical systems. Our objective is to place results across distinct disciplines in a common setting and highlight opportunities for further research.

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