کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10728085 | 1037832 | 2005 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Estimation of parameters in one-dimensional maps from noisy chaotic time series
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
فیزیک و نجوم
فیزیک و نجوم (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Estimation of parameters in one-dimensional maps from noisy chaotic time series Estimation of parameters in one-dimensional maps from noisy chaotic time series](/preview/png/10728085.png)
چکیده انگلیسی
The problem of parameter estimation in model maps from noisy time series is addressed. We suggest a new technique for a special case of one-dimensional maps and chaotic signals. It is based on the maximum likelihood (ML) principle and evaluation of the cost function via backward iterations of a model map. We demonstrate in numerical experiments and, in part, justify theoretically that this “backward ML technique” gives more accurate estimates than previously known techniques for low and moderate noise levels. In particular, global optimisation of the cost function becomes much easier; biases in the estimates vanish as the time series length N increases; variances of the estimates decrease as fast as Nâα where α depends on the original system, typical values being about α=2.0 under mild conditions on the original systems.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physics Letters A - Volume 336, Issue 6, 21 March 2005, Pages 448-458
Journal: Physics Letters A - Volume 336, Issue 6, 21 March 2005, Pages 448-458
نویسندگان
Dmitry A. Smirnov, Vladislav S. Vlaskin, Vladimir I. Ponomarenko,