Indirect Measurement Within Dynamical Context: Probabilistic Approach to Deal With Uncertainty

Hana Baili (1) , Gilles Fleury (1)

1 E3S - Supélec Sciences des Systèmes

This paper deals with the general question of indirect measurement within dynamical continuous context. The proposed answer is of probabilistic nature in the sense that: the modeling, which is the first element of the answer, consists in transforming the initial model into a stochastic differential equation (SDE) such that, estimating the probability density function (pdf) of its process achieves the measurement, which is indeed the second element of the answer.

Domaines: Statistiques [math.ST]; Probabilités [math.PR]

Hana Baili, Gilles Fleury. Indirect Measurement Within Dynamical Context: Probabilistic Approach to Deal With Uncertainty. IEEE Transactions on Instrumentation and Measurement, 2004, 53 (6), pp.1449-1454. ⟨10.1109/TIM.2004.831138⟩. ⟨hal-01108561⟩