Indirect measurement within dynamical context: probabilistic approach to deal with uncertainty

This paper deals with the general question of indirect measurement within dynamical continuous context. The proposed answer is of probabilistic nature in the sense that: the modeling, which is the first element of the answer, consists in transforming the initial model into a stochastic differential equation (SDE) such that, estimating the probability density function (pdf) of its process achieves the measurement, which is indeed the second element of the answer.