English

The effect of noise on parameter estimation in systems with complicated dynamics

chao-dyn 2007-05-23 v2 Chaotic Dynamics

Abstract

Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the robustness of the method to additive noise in the data.

Keywords

Cite

@article{arxiv.chao-dyn/9811002,
  title  = {The effect of noise on parameter estimation in systems with complicated dynamics},
  author = {Justin Goodwin and Reggie Brown and Lutz Junge},
  journal= {arXiv preprint arXiv:chao-dyn/9811002},
  year   = {2007}
}

Comments

7 pages, 7 figures, The paper has been submitted for publication. It replaces the previous paper by Goodwin and Brown