@article{SitzSchwarzKurthsetal.2002, author = {Sitz, Andre and Schwarz, Udo and Kurths, J{\"u}rgen and Voss, Henning U.}, title = {Estimation of parameters and unobserved components for nonlinear systems from noisy time series}, year = {2002}, abstract = {We study the problem of simultaneous estimation of parameters and unobserved states from noisy data of nonlinear time-continuous systems, including the case of additive stochastic forcing. We propose a solution by adapting the recently developed statistical method of unscented Kalman filtering to this problem. Due to its recursive and derivative-free structure, this method minimizes the cost function in a computationally efficient and robust way. It is found that parameters as well as unobserved components can be estimated with high accuracy, including confidence bands, from heavily noise-corrupted data.}, language = {en} } @article{SitzSchwarzKurthsetal.2001, author = {Sitz, Andre and Schwarz, Udo and Kurths, J{\"u}rgen and Maus, Doris and Wiese, Michael and Warnecke, G{\"u}nter}, title = {Signatures of acoustic emission signals generated during high speed cutting}, year = {2001}, abstract = {Acoustic emission signals generated during high speed cutting of steel are investigated. The data are represen ted in time-folded form. Several methods from linear and nonlinear data analysis based on time- and frequency- domain are applied to the data and reveal signatures of the observed acoustic emission signal. These investiga tions are necessary for modeling the cutting process by means of differential equations.}, language = {en} } @article{SitzSchwarzKurths2004, author = {Sitz, Andre and Schwarz, Udo and Kurths, J{\"u}rgen}, title = {The unscented Kalman filter : a powerful tool for data analysis}, year = {2004}, language = {en} } @phdthesis{Sitz2003, author = {Sitz, Andre}, title = {Filterung nichtlinearer dynamischer Systeme unter Verwendung von Zustandsraummodellen}, pages = {157 S.}, year = {2003}, language = {de} }