Parameter estimation in nonlinear delayed feedback systems from noisy data

被引：54
|
作者：
Horbelt, W [1 ]
Timmer, J [1 ]
Voss, HU [1 ]
机构：
[1] Univ Freiburg, Freiburger Zentrum Datenanal & Modellbildung, D-79104 Freiburg, Germany
来源：
PHYSICS LETTERS A | 2002年 / 299卷 / 5-6期
关键词：
parameter estimation; delay differential equation; multiple shooting; system identification; nonlinear delayed feedback system; Maekey-Glass system;
D O I：
10.1016/S0375-9601(02)00748-X
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
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. (C) 2002 Elsevier Science B.V All rights reserved.
引用
收藏
页码：513 / 521
页数：9
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