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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

We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…

Chaotic Dynamics · Physics 2014-07-31 Jose-Maria Fullana

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

A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the system parameters are estimated by working on…

Dynamical Systems · Mathematics 2013-03-20 Jian Ren , Jinqiao Duan

We discuss the possibility of applying some standard statistical methods (the least square method, the maximum likelihood method, the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional…

Data Analysis, Statistics and Probability · Physics 2009-11-10 V. F. Pisarenko , D. Sornette

A technique is introduced for estimating unknown parameters when time series of only one variable from a multivariate nonlinear dynamical system is given. The technique employs a combination of two different control methods, a linear…

chao-dyn · Physics 2009-10-31 Anil Maybhate , R. E. Amritkar

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

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Dynamical Systems · Mathematics 2024-03-25 Anna Fitzpatrick , Molly Folino , Andrea Arnold

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…

Methodology · Statistics 2023-10-11 Michelle Carey , James O. Ramsay

In this paper we present a method of discrete modeling and analysis of multi-level dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. In a model each state describes parallel dynamics…

Multiagent Systems · Computer Science 2008-09-17 Armen Bagdasaryan

Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult…

Data Analysis, Statistics and Probability · Physics 2017-09-13 D. M. Mateos , L. Riveaud , P. W. Lamberti

We propose here a method to estimate a delay from a time series taking advantage of analysis of random walks with delay. This method is applicable to a time series coming out of a system which is or can be approximated as a linear feedback…

Statistical Mechanics · Physics 2009-10-30 Toru Ohira , Ryusuke Sawatari

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…

chao-dyn · Physics 2007-05-23 Justin Goodwin , Reggie Brown , Lutz Junge

The transient chaos regime in a two-dimensional system with discrete time (Eno map) is considered. It is demonstrated that a time series corresponding to this regime differs from a chaotic series constructed for close values of the control…

Chaotic Dynamics · Physics 2015-06-26 G. B. Astaf'ev , A. A. Koronovskii , A. E. Hramov

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

We describe a method for determining the transient process duration in a standard two-dimensionaldynamic system with discrete time (Henon map), occurring in the regime of chaotic oscillations

Chaotic Dynamics · Physics 2015-06-26 A. A. Koronovskii , A. V. Starodubov , A. E. Hramov

Dynamical systems modeling, particularly via systems of ordinary differential equations, has been used to effectively capture the temporal behavior of different biochemical components in signal transduction networks. Despite the recent…

Quantitative Methods · Quantitative Biology 2023-01-06 Nathaniel J. Linden , Boris Kramer , Padmini Rangamani

Modeling dynamical systems plays a crucial role in capturing and understanding complex physical phenomena. When physical models are not sufficiently accurate or hardly describable by analytical formulas, one can use generic function…

Machine Learning · Computer Science 2021-06-23 Armand Jordana , Justin Carpentier , Ludovic Righetti

A low-dimensional dynamical system is observed in an experiment as a high-dimensional signal; for example, a video of a chaotic pendulums system. Assuming that we know the dynamical model up to some unknown parameters, can we estimate the…

Machine Learning · Statistics 2021-11-24 Ofir Lindenbaum , Amir Sagiv , Gal Mishne , Ronen Talmon
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