Estimating model parameters from time series by autosynchronization

被引：277

作者：

Parlitz, U

机构：

[1] Drittes Physikalisches Institut, Universität Göttingen, Göttingen, 020D-370730

来源：

PHYSICAL REVIEW LETTERS | 1996年 / 76卷 / 08期

关键词：

D O I：

10.1103/PhysRevLett.76.1232

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Parameters of a given model describing a (chaotic) dynamical system are estimated from scalar time series using autosynchronization where the parameter adaption process is controlled by the synchronization of the model to the given dynamics. A practical method is presented for deriving the necessary ordinary differential equations for the parameter controlling loop.

引用

页码：1232 / 1235

页数：4

共 19 条

[1]

Afraimovich V. S., 1986, Radiophysics and Quantum Electronics, V29, P795, DOI 10.1007/BF01034476

[2]

AGUIRRE LA, 1995, PHYSICA D, V65, P239

[3] FITTING ORDINARY DIFFERENTIAL-EQUATIONS TO CHAOTIC DATA [J].

BAAKE, E ;

BAAKE, M ;

BOCK, HG ;

BRIGGS, KM .

PHYSICAL REVIEW A, 1992, 45 (08) :5524-5529

[4] MODELING AND SYNCHRONIZING CHAOTIC SYSTEMS FROM TIME-SERIES DATA [J].

BROWN, R ;

RULKOV, NF ;

TRACY, ER .

PHYSICAL REVIEW E, 1994, 49 (05) :3784-3800

[5]

CREMERS J, 1987, Z NATURFORSCH A, V42, P797

[6]

Crutchfield J. P., 1987, Complex Systems, V1, P417

[7] CIRCUIT IMPLEMENTATION OF SYNCHRONIZED CHAOS WITH APPLICATIONS TO COMMUNICATIONS [J].

CUOMO, KM ;

OPPENHEIM, AV .

PHYSICAL REVIEW LETTERS, 1993, 71 (01) :65-68

[8] STABILITY THEORY OF SYNCHRONIZED MOTION IN COUPLED-OSCILLATOR SYSTEMS [J].

FUJISAKA, H ;

YAMADA, T .

PROGRESS OF THEORETICAL PHYSICS, 1983, 69 (01) :32-47

[9] RECONSTRUCTION OF VECTOR-FIELDS - THE CASE OF THE LORENZ SYSTEM [J].

GOUESBET, G .

PHYSICAL REVIEW A, 1992, 46 (04) :1784-1796

[10] NONLINEAR TIME SEQUENCE ANALYSIS [J].

Grassberger, Peter ;

Schreiber, Thomas ;

Schaffrath, Carsten .

INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 1991, 1 (03) :521-547

← 1 2 →