Parameter estimation for a chaotic dynamical system with partial observations

DOI10.1515/jiip-2021-0030zbMath1471.34035OpenAlexW3174894771MaRDI QIDQ2048219

Jin Cheng, Jiantang Zhang, Si-Xun Huang

Publication date: 5 August 2021

Published in: Journal of Inverse and Ill-Posed Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jiip-2021-0030

zbMATH Keywords

parameter estimationnumerical differentiationLorenz modelchaotic systemrandom noisederivative reconstruction

Mathematics Subject Classification ID

System identification (93B30) Nonlinear ordinary differential equations and systems (34A34) Complex behavior and chaotic systems of ordinary differential equations (34C28) Control/observation systems governed by ordinary differential equations (93C15) Numerical integration (65D30)

Cites Work

• Analysis of the 3DVAR filter for the partially observed Lorenz '63 model
• Sensitivity analysis of ordinary differential equation systems - a direct method
• The Lorenz equations: bifurcations, chaos, and strange attractors
• Numerical data fitting in dynamical systems. A practical introduction with applications and software. With CD-ROM
• The Evolution of Markov Chain Monte Carlo Methods
• Nonlinear lattice and soliton theory
• The Calculation of Posterior Distributions by Data Augmentation
• Deterministic Nonperiodic Flow
• Filtering Complex Turbulent Systems
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