The effect of noise on parameter estimation in systems with complicated dynamics

1998/10/30 by Justin Goodwin, Goodwin, Justin, Reggie Brown +3
Physics and Astronomy · #Chaotic Dynamics (nlin.CD) #FOS: Physical sciences #chao-dyn #nlin.CD

paper · pdf · doi:10.48550/arxiv.chao-dyn/9811002

7 pages, 7 figures, The paper has been submitted for publication. It replaces the previous paper by Goodwin and Brown

arxiv created 1999/03/24 · arxiv updated 2009/11/30

Abstract

Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the robustness of the method to additive noise in the data.

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