scholarly journals Characterizing Fluctuations of Arterial and Cerebral Tissue Oxygenation in Preterm Neonates by Means of Data Analysis Techniques for Nonlinear Dynamical Systems

Author(s):  
Stefan Kleiser ◽  
Marcin Pastewski ◽  
Tharindi Hapuarachchi ◽  
Cornelia Hagmann ◽  
Jean-Claude Fauchère ◽  
...  
2004 ◽  
Vol 14 (06) ◽  
pp. 2093-2105 ◽  
Author(s):  
A. SITZ ◽  
U. SCHWARZ ◽  
J. KURTHS

We present a derivation of the unscented Kalman filter (UKF) as an approximation to the optimal Bayesian filter equations. The potentials of the UKF are then demonstrated for the problem of simultaneous estimation of states and parameters from noise corrupted data of nonlinear dynamical systems. The UKF even works for the chaotic Chua system which includes nondifferentiable terms.


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