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We introduce a method to estimate the initial conditions of a mutivariable dynamical system from a scalar signal. The method is based on a modified multidimensional Newton-Raphson method which includes the time evolution of the system. The…

Chaotic Dynamics · Physics 2007-05-23 Anil Maybhate , R. E. Amritkar

The long-time behaviour of many dynamical systems may be effectively predicted by a low-dimensional model that describes the evolution of a reduced set of variables. We consider the question of how to equip such a low-dimensional model with…

chao-dyn · Physics 2015-06-24 Stephen M. Cox , A. J. Roberts

In this paper we study the problem of inferring the initial conditions of a dynamical system under incomplete information. Studying several model systems, we infer the latent microstates that best reproduce an observed time series when the…

Dynamical Systems · Mathematics 2022-04-04 Blas Kolic , Juan Sabuco , J. Doyne Farmer

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

We consider the problem of parameter estimation, based on noisy chaotic signals, from the viewpoint of twisted modulation for waveform communication. In particular, we study communication systems where the parameter to be estimated is…

Information Theory · Computer Science 2023-08-02 Neri Merhav

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

Recent developments in system identification have brought attention to regularized kernel-based methods, where, adopting the recently introduced stable spline kernel, prior information on the unknown process is enforced. This reduces the…

Systems and Control · Computer Science 2016-05-20 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

In this paper we propose a method to estimate the initial state of a linear dynamical system with noisy observation. The method allows the user to have estimations in real time, that is, to have a new estimation for each new observation.…

Optimization and Control · Mathematics 2021-05-06 Rocío Díaz Martín , Ivan Medri , Juliana Osorio

Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Roy S. Smith , Bassam Bamieh

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

Optimization and Control · Mathematics 2016-08-02 Corentin Briat

We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…

Chaotic Dynamics · Physics 2009-10-31 Anil Maybhate , R. E. Amritkar

We propose a simple method to estimate the parameters involved in discrete dynamical systems from time series. The method is based on the concept of controlling chaos by constant feedback. The major advantages of the method are that it…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…

Machine Learning · Computer Science 2025-03-04 Yuan Chen , Dongbin Xiu

In spite of the large amount of existing neural models in the literature, there is a lack of a systematic review of the possible effect of choosing different initial conditions on the dynamic evolution of neural systems. In this short…

Neurons and Cognition · Quantitative Biology 2016-05-24 Pedro A. Valdes-Hernandez , Thomas Knoesche

We propose a simple method of constructing a system of differential equations of chaotic behavior based on the regression only from a scalar observable time-series data. The estimated system enables us to reconstruct invariant sets and…

Dynamical Systems · Mathematics 2022-09-28 Natsuki Tsutsumi , Kengo Nakai , Yoshitaka Saiki

This article proposes a dynamical system modeling approach for the analysis of longitudinal data of self-regulated systems experiencing multiple excitations. The aim of such an approach is to focus on the evolution of a signal (e.g., heart…

We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…

Statistical Mechanics · Physics 2016-08-15 J. M. G. Vilar , J. M. Rubí

The problem of dynamic estimation of all parameters of a model representing chaotic and hyperchaotic systems using information from a scalar measured output is solved. The variational calculus based method is robust in the presence of…

Chaotic Dynamics · Physics 2015-06-26 Rahul Konnur

We discuss how to characterize the behavior of a chaotic dynamical system depending on a parameter that varies periodically in time. In particular, we study the predictability time, the correlations and the mean responses, by defining a…

chao-dyn · Physics 2009-10-28 A Crisanti , M. Falcioni , G. Lacorata , R. Purini , A. Vulpiani
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