Estimating initial conditions for dynamical systems with incomplete information
Abstract
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 observations are sparse,noisy and aggregated under a (possibly) nonlinear observation operator. This is done by minimizing the least-squares distance between the observed time series and a model-simulated time series using gradient-based methods. We validate this method for the Lorenz and Mackey-Glass systems by making out-of-sample predictions. Finally, we analyze the predicting power of our method as a function of the number of observations available. We find a critical transition for the Mackey-Glass system, beyond which it can be initialized with arbitrary precision.
Cite
@article{arxiv.2109.06825,
title = {Estimating initial conditions for dynamical systems with incomplete information},
author = {Blas Kolic and Juan Sabuco and J. Doyne Farmer},
journal= {arXiv preprint arXiv:2109.06825},
year = {2022}
}
Comments
11 main text pages + 8 appendix pages. 13 figures. Nonlinear Dyn (2022)