کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1894260 1044155 2006 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Identification of chaotic systems with hidden variables (modified Bock’s algorithm)
موضوعات مرتبط
مهندسی و علوم پایه فیزیک و نجوم فیزیک آماری و غیرخطی
پیش نمایش صفحه اول مقاله
Identification of chaotic systems with hidden variables (modified Bock’s algorithm)
چکیده انگلیسی

We address the problem of estimating parameters of chaotic dynamical systems from a time series in a situation when some of state variables are not observed and/or the data are very noisy. Using specially developed quantitative criteria, we compare performance of the original multiple shooting approach (Bock’s algorithm) and its modified version. The latter is shown to be significantly superior for long chaotic time series. In particular, it allows to obtain accurate estimates for much worse starting guesses for the estimated parameters.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Chaos, Solitons & Fractals - Volume 29, Issue 1, July 2006, Pages 82–90
نویسندگان
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