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Formulates long standing state and parameter estimation problems
Explores numerous examples drawn from a broad interdisciplinary collection of scholarly subjects
Proposes a universal approach with practical examples to bolster significant advances in solving the problems of model determination and parameter estimation
Predicting the Future: Completing Models of Observed Complex Systems provides a general framework for the discussion of model building and validation across a broad spectrum of disciplines. This is accomplished through the development of an exact path integral for use in transferring information from observations to a model of the observed system. Through many illustrative examples drawn from models in neuroscience, fluid dynamics, geosciences, and nonlinear electrical circuits, the concepts are exemplified in detail. Practical numerical methods for approximate evaluations of the path integral are explored, and their use in designing experiments and determining a model's consistency with observations is investigated.
Using highly instructive examples, the problems of data assimilation and the means to treat them are clearly illustrated. This book will be useful for students and practitioners of physics, neuroscience, regulatory networks, meteorology and climate science, network dynamics, fluid dynamics, and other systematic investigations of complex systems.
Content Level »Research
Keywords »Data assimilation challenges - Dynamical state and parameter estimation - Evaluation of path integrals - Model completion and consistency - Nonlinear Chaotic Electrical Circuit - Nonlinear Circuits
Preface.- 1 An Overview; The Challenge of Complex Systems.- 2 Examples as a Guide to the Issues.- 3 General Formulation of Statistical Data Assimilation.- 4 Evaluating the Path Integral.- 5 Twin Experiments.- 6 Analysis of Experimental Data.