Local observability of state variables and parameters in nonlinear modeling quantified by delay reconstruction

Abstract

Features of the Jacobian matrix of the delay coordinates map are exploited for quantifying the robustness and reliability of state and parameter estimations for a given dynamical model using an observed time series. Relevant concepts of this approach are introduced and illustrated for discrete and continuous time systems employing a filtered Hénon map and a Rössler system.

12 pages, 15 figures

References in corpus (3)

• Using synchronization of chaos to identify the dynamics of unknown systems
• Quantifying uncertainty in state and parameter estimation
• Nonlinear system identification employing automatic differentiation

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