Tools
Tools
Kolodziej, W.J. (1989). Detection of Changes in Dynamical Systems with Application to Mathematical Immunology. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-89-067
Preview |
Text
WP-89-067.pdf Download (825kB) | Preview |
Abstract
A method is developed for the detection of parametric change for conditionally-linear stochastic systems. Such systems are quite prevalent in biology, economics and engineering, and may be synthesized as certain bilinear stochastic systems with output feedback (possibly nonlinear) through the controls. In other words, these systems are linear in the "unmeasured states" and nonlinear in the "measured states". The previously-derived conditionally linear filter forms a convenient part of the algorithm which estimates the time of change and the parameter values.
The particular motivation here is for the application to immunology and clinical practice. In this regard, a simple example is presented.
| Item Type: | Monograph (IIASA Working Paper) |
|---|---|
| Research Programs: | System and Decision Sciences - Core (SDS) |
| Depositing User: | IIASA Import |
| Date Deposited: | 15 Jan 2016 01:59 |
| Last Modified: | 27 Aug 2021 17:13 |
| URI: | https://pure.iiasa.ac.at/3277 |
Actions (login required)
 |
View Item |