Detection of Changes in Dynamical Systems with Application to Mathematical Immunology

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3318 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3318 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3318 archive 351 disk0/00/00/32/77 2016-01-15 01:59:38 2021-08-27 17:13:35 2016-01-15 01:59:38 monograph show 2 Kolodziej W.J. AL0864 Detection of Changes in Dynamical Systems with Application to Mathematical Immunology pub iis_met iis_mod prog_sds 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. 1989-09 published WP-89-067 WP-89-067 10 2055 public working_paper IIASA, Laxenburg, Austria 38 FALSE info:eu-repo/semantics/book