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Nelineinaya Dinamika [Russian Journal of Nonlinear Dynamics], 2010, Volume 6, Number 2, Pages 267–276
(Mi nd38)
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This article is cited in 1 scientific paper (total in 1 paper)
Parameter estimation in dynamical systems with additive noise
V. S. Malyaev, T. E. Vadivasova Saratov State University named after N. G. Chernyshevsky, Physics Department
Abstract:
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.
Keywords:
dynamical system, fluctuations, noise, parameter estimation, bifurcations, chaos.
Received: 11.03.2010
Citation:
V. S. Malyaev, T. E. Vadivasova, “Parameter estimation in dynamical systems with additive noise”, Nelin. Dinam., 6:2 (2010), 267–276
Linking options:
https://www.mathnet.ru/eng/nd38 https://www.mathnet.ru/eng/nd/v6/i2/p267
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