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PARAMETER ESTIMATION FOR SYSTEMS WITH PEAK-TO-PEAK DYNAMICS

CARLO PICCARDI

Dipartimento di Elettronica e Informazione, Politecnico di Milano, Piazza Leonardo da Vinci 32, 20133 Milano, Italy

https://doi.org/10.1142/S0218127408020628Cited by:5 (Source: Crossref)

Abstract

A parameter estimation method for chaotic systems with low-dimensional chaos is proposed. Such systems display peak-to-peak dynamics, namely their chaotic dynamics can approximately (but accurately) be described by means of a 1-D map, which is directly derivable from a time series of the system output. The method essentially consists of searching for the best matching between the 1-D map generated with a parameter-dependent, a priori defined continuous-time model, and the 1-D map derived from the data. The application of the method to several examples proves that it is quite accurate and fairly insensitive to the measurement noise.

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