Dynamic algorithm for parameter estimation and its applications

Maybhate, Anil ; Amritkar, R. E. (2000) Dynamic algorithm for parameter estimation and its applications Physical Review E, 61 (6). pp. 6461-6470. ISSN 1063-651X

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Official URL: http://pre.aps.org/abstract/PRE/v61/i6/p6461_1

Related URL: http://dx.doi.org/10.1103/PhysRevE.61.6461


We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when the time series of a scalar function of the variables of the underlying dynamical system is given. We find that it is possible to obtain synchronization as well as parameter estimation using such a time series. We then consider a general quadratic flow in three dimensions and discuss the applicability of our method of parameter estimation in this case. In practical situations one expects only a finite time series of a system variable to be known. We show that the finite time series can be repeatedly used to estimate unknown parameters with an accuracy that improves and then saturates to a constant value with repeated use of the time series. Finally, we suggest an important application of the parameter estimation method. We propose that the method can be used to confirm the correctness of a trial function modeling an external unknown perturbation to a known system. We show that our method produces exact synchronization with the given time series only when the trial function has a form identical to that of the perturbation.

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Deposited On:21 Sep 2010 10:38
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