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State estimation of a physical system with unknown governing equations - Nature
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State estimation is concerned with reconciling noisy observations of a physical system with the mathematical model believed to predict its behaviour for the purpose of inferring unmeasurable states and denoising measurable ones1,2. Traditional state-estimation techniques rely on strong assumptions about the form of uncertainty in mathematical models, typically that it manifests as an additive stochastic perturbation or is parametric in nature3.
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