Parameter estimation in spatially extended systems: the karhunen-loeve and galerkin multiple shooting approach

Abstract

Parameter estimation for spatiotemporal dynamics for coupled map lattices and continuous time domain systems is shown using a combination of multiple shooting, Karhunen-Loeve decomposition and Galerkin's projection methodologies. The resulting advantages in estimating parameters have been studied and discussed for chaotic and turbulent dynamics using small amounts of data from subsystems, availability of only scalar and noisy time series data, effects of space-time parameter variations, and in the presence of multiple time scales.