1. Parameter sensitivity of noisy chaotic time series
- Author
-
Elmer S. Hung
- Subjects
Parameter estimation algorithm ,Series (mathematics) ,Control theory ,Shadow ,Chaotic ,Fraction (mathematics) ,State (functional analysis) ,Statistical physics ,Sensitivity (control systems) ,Parameter space ,Mathematics - Abstract
We examine the sensitivity of noisy time series of data from a chaotic system to changes in the parameters of the system. The investigation yields two insights: (1) A small fraction of the data contains most of the information about the parameters. (2) For one-parameter families of systems, there is often a preferred direction in parameter space governing how easily trajectories of nearby systems shadow each other. A parameter estimation algorithm is presented that leverages these properties of chaotic systems to yield estimate errors that decrease as ${1/N}^{2}$, where $N$ is the number of state samples used.
- Published
- 1997
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