the Chemical Langevin Equation

An Exponentially stable Extended Kalman Filter with Estimate dependent Process noise Covariance for Chemical Reaction Networks

Announce Type: replace Abstract: Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance critically depends on the choice of the process noise covariance, which is typically assumed constant and heuristically tuned. Such assumptions are not justified for biomolecular systems, where intrinsic noise arises from...