Parameter estimation in nonlinear delayed feedback systems from noisy data

Autor:	Henning U. Voss, W. Horbelt, Jens Timmer
Rok vydání:	2002
Předmět:	Physics Nonlinear system Noise Series (mathematics) Control theory Estimation theory System identification General Physics and Astronomy Delay differential equation Noisy data Electronic circuit
Zdroj:	Physics Letters A. 299:513-521
ISSN:	0375-9601
DOI:	10.1016/s0375-9601(02)00748-x
Popis:	We propose a method for the estimation of parameters of nonlinear delayed feedback systems from a time series. Being based on the multiple shooting approach it is fairly robust against high levels of observation noise and yields precise parameter estimates. We evaluate its performance using simulated data of the Mackey–Glass equation and present an application to observed time series of an electronic circuit with time delay.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::0481e1ed4bfa1880672d9bf1573ec185 https://doi.org/10.1016/s0375-9601(02)00748-x Zobrazit plný text záznamu Full Text from ScienceDirect