The non-linear chaotic model reconstruction for the experimental data obtained from different dynamic system

被引:5
作者
Ma Juhai
Chen Yushu
Liu Zengrong
机构
[1] Tianjin Finance University,Department of Economy and Management
[2] Tianjin University,Department of Mechanics
[3] Shanghai University,Department of Mathematics
关键词
non-linear; chaotic timeseries; Lyapunov exponent; chaotic model; parameter identification; CLC number; O175.14; O241.81;
D O I
10.1007/BF02463789
中图分类号
学科分类号
摘要
The non-linear chaotic model reconstruction is the major important quantitative index for describing accurate experimental data obtained in dynamic analysis. A lot of work has been done to distinguish chaos from randomness, to calulate fractral dimension and Lyapunov exponent, to reconstruct the state space and to fix the rank of model. In this paper, a new improved EAR method is presented in modelling and predicting chaotic timeseries, and a successful approach to fast estimation algorithms is proposed. Some illustrative experimental data examples from known chaotic systems are presented, emphasising the increase in predicting error with time. The calculating results tell us that the parameter identification method in this paper can effectively adjust the initial value towards the global limit value of the single peak target function nearby. The the model paremeter can immediately be obtained by using the improved optimization method rapidly, and non-linear chaotic models can not provide long period superior predictions. Applications of this method are listed to real data from widely different areas.
引用
收藏
页码:1214 / 1221
页数:7
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