Identification of models for chaotic systems from noisy data: implications for performance and nonlinear filtering

DOI10.1016/0167-2789(95)00116-LzbMath0888.93015MaRDI QIDQ1893285

Stephen A. Billings, Luis Antonio Aguirre

Publication date: 3 July 1995

Published in: Physica D (Search for Journal in Brave)

zbMATH Keywords

filteringpolynomial modelschaotic dataidentification of global models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30) Nonlinear systems in control theory (93C10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items (9)

A new approach to identification of input-driven dynamical systems from probability densities ⋮ Identification of piecewise linear dynamical systems using physically-interpretable neural-fuzzy networks: methods and applications to origami structures ⋮ Chaos measure dynamics in a multifactor model for financial market predictions ⋮ Global models from the Canadian lynx cycles as a direct evidence for chaos in real ecosystems ⋮ A simple experimental equation for the bursting cycle ⋮ Parameter identification in noisy extended systems: a hydrodynamic case ⋮ Reconstruction of one-dimensional chaotic maps from sequences of probability density functions ⋮ Modeling nonlinear dynamics and chaos: a review ⋮ Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?

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