Least squares parameter estimation in chaotic differential equations

DOI10.1007/BF00699746zbMath0785.34034OpenAlexW4234298991MaRDI QIDQ687264

Johannes P. Schlöder, Hans Georg Bock, Josef Kallrath

Publication date: 3 November 1993

Published in: Celestial Mechanics and Dynamical Astronomy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00699746

zbMATH Keywords

chaotic time seriesboundary value problem approachHenon-Heiles equationleast squares parameter estimation

Mathematics Subject Classification ID

Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items (4)

Multiple shooting-local linearization method for the identification of dynamical systems ⋮ Modeling Noisy Time Series: Physiological Tremor ⋮ Direct Multiple Shooting and Generalized Gauss-Newton Method for Parameter Estimation Problems in ODE Models ⋮ Robustness Aspects in Parameter Estimation, Optimal Design of Experiments and Optimal Control

Cites Work

• Determining Lyapunov exponents from a time series
• Lyapunov characteristic exponents for smooth dynamical systems and for Hamiltonian systems; a method for computing all of them. I: Theory
• A modified Newton method for the solution of ill-conditioned systems of nonlinear equations with application to multiple shooting
• Numerical treatment of ordinary differential equations by extrapolation methods
• The Lyapunov characteristic exponents-applications to celestial mechanics
• The Lyapunov characteristic exponents as indicators of stochasticity in the restricted three-body problem
• Ergodic theory of chaos and strange attractors
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