Triangulating noisy dynamical systems
The paper declares itself as a research announcement. The model considered is \(x_{t+1} =f(x_t) +\xi_t\) where \(f\) is unknown and \(\xi_t\) is the noise. The measurement function is \(y_t= \psi(x_t) +\nu_t\). To reconstruct the dynamical system ``triangularization and tesselation methods were used -- as called by the authors. In fact, piecewise modelling was used. The method was applied to strongly nonlinear systems with chaotic behaviour: the Hénon map, the Ikeda map and the discretized Rössler system with the state \(x_t= \{y_{t-1}, y_{t-4}, y_{t-7}\}\). Comments by I. Mareels and C. Sparrow are included. For the entire collection see [Zbl 0866.00065].
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