TY - JOUR A1 - Sitz, Andre A1 - Schwarz, Udo A1 - Kurths, Jürgen T1 - The unscented Kalman filter : a powerful tool for data analysis Y1 - 2004 ER - TY - JOUR A1 - Sitz, Andre A1 - Schwarz, Udo A1 - Kurths, Jürgen A1 - Maus, Doris A1 - Wiese, Michael A1 - Warnecke, Günter T1 - Signatures of acoustic emission signals generated during high speed cutting N2 - 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. Y1 - 2001 UR - http://www.agnld.uni-potsdam.de/~shw/Paper/21618.pdf ER - TY - THES A1 - Sitz, Andre T1 - Filterung nichtlinearer dynamischer Systeme unter Verwendung von Zustandsraummodellen Y1 - 2003 ER - TY - JOUR A1 - Sitz, Andre A1 - Schwarz, Udo A1 - Kurths, Jürgen A1 - Voss, Henning U. T1 - Estimation of parameters and unobserved components for nonlinear systems from noisy time series N2 - 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. Y1 - 2002 UR - http://pre.aps.org/ ER -