Local observability of state variables and parameters in nonlinear modeling quantified by delay reconstruction
Chaotic Dynamics
2015-07-23 v1 Data Analysis, Statistics and Probability
Abstract
Features of the Jacobian matrix of the delay coordinates map are exploited for quantifying the robustness and reliability of state and parameter estimations for a given dynamical model using an observed time series. Relevant concepts of this approach are introduced and illustrated for discrete and continuous time systems employing a filtered H\'enon map and a R\"ossler system.
Cite
@article{arxiv.1507.05993,
title = {Local observability of state variables and parameters in nonlinear modeling quantified by delay reconstruction},
author = {Ulrich Parlitz and Jan Schumann-Bischoff and Stefan Luther},
journal= {arXiv preprint arXiv:1507.05993},
year = {2015}
}
Comments
12 pages, 15 figures