Estimation of parameters in one-dimensional maps from noisy chaotic time series

DOI10.1016/J.PHYSLETA.2004.12.092MaRDI QIDQ2478720zbMATH OpenOpenAlexWikidataFDO

Authors Vladislav S. Vlaskin, V. I. Ponomarenko, Dmitry A. Smirnov

Publication date 25 March 2008

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physleta.2004.12.092

zbMATH Keywords

deterministic chaosmodelling from time seriesone-dimensional mapsparameter estimationtime series analysis

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

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Cites work

• Asymptotic scaling laws for precision of parameter estimates in dynamical systems
• GLOBAL NONLINEAR POLYNOMIAL MODELS: STRUCTURE, TERM CLUSTERS AND FIXED POINTS
• Global reconstruction in the presence of \textit{a priori} information
• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• Identification and prediction of low dimensional dynamics
• Nonlinear prediction of chaotic time series
• On selecting models for nonlinear time series
• Optimal shadowing and noise reduction
• Parametric, nonparametric and parametric modelling of a chaotic circuit time series

Cited in

(11)

• Modeling nonlinear dynamics and chaos: a review
• Improved cost functions for modelling of noisy chaotic time series
• Class-oriented techniques for reconstruction of dynamics from time series
• Deterministic chaotic finite-state automata
• Identification of chaotic systems with hidden variables (modified Bock's algorithm)
• Dynamical properties of maps fitted to data in the noise-free limit
• A NEW STATISTICAL METHOD FOR FILTERING AND ENTROPY ESTIMATION OF A CHAOTIC MAP FROM NOISY DATA
• An application of the least-squares method to system parameters extraction from experimental data
• Application of particle swarm optimization for parameter estimation of the logistic map
• Estimation of chaotic coupled map lattices using symbolic vector dynamics
• Statistical inference for dynamical systems: a review

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