Management of Uncertainty within Estimation in Dynamical Context Application to MEMS
Résumé
A probabilistic approach is proposed to manage uncertainty when dealing with estimation in dynamical models. The approach utilizes a linear integral transformation and relies on McShane's theory of stochastic differential equations. The starting point is a knowledge-based model where the estimation problem is set. The approach is quite general, it is explained here by the light of an engineering application.
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