Parameter estimation in dynamical systems with additive noise

V. S. Malyaev ; T. E. Vadivasova

Russian journal of nonlinear dynamics, Tome 6 (2010) no. 2, pp. 267-276.

Résumé

In the present paper possibilities of parameters estimation are considered in dynamical systems (DS) with additive noise. Simple and effective algorithms, optimal parameter values of numeric simulation and data filtration methods are proposed that enable one to find the controlling parameter value of a noisy DS with a high accuracy. Different DS are studied, and the accuracy of parameter estimation is examined for various dynamical modes and for different noise intensities.

Détail

Keywords: dynamical system, parameter estimation
Mots-clés : fluctuations, noise, bifurcations, chaos.

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