Summary
International Symposium on Nonlinear Theory and its Applications
2005
Session Number:4-2-3
Session:
Number:4-2-3-2
Reconstruction of chaotic systems with hidden variables using modified Bock’s algorithm
Boris P. Bezruchko, Dmitry A. Smirnov, Ilya V. Sysoev,
pp.294-297
Publication Date:2005/10/18
Online ISSN:2188-5079
Summary:
We consider the problem of estimating parameters of chaotic dynamical systems from a time series in a situation when some of state variables cannot be observed. Using specially developed quantitative criteria, we compare the efficiency of original multiple shooting approach (Bock’s algorithm) and its modified version that is shown to be significantly superior for long chaotic time series.