Parameter estimation of chaotic systems based on extreme value points

被引:0
|
作者
Chen, Zhihuan [1 ]
Yuan, Xiaohui [1 ,2 ]
Wang, Xu [3 ]
Yuan, Yanbin [4 ]
机构
[1] Huazhong Univ Sci & Technol, Sch Hydropower & Informat Engn, Wuhan 430074, Hubei, Peoples R China
[2] China Three Gorges Univ, Hubei Prov Key Lab Operat & Control, Cascaded Hydropower Stn, Yichang 443002, Peoples R China
[3] China Inst Water Resources & Hydropower Res, State Key Lab Simulat & Regulat Water Cycle River, Beijing 100038, Peoples R China
[4] Wuhan Univ Technol, Sch Resource & Environm Engn, Wuhan 430070, Hubei, Peoples R China
来源
PRAMANA-JOURNAL OF PHYSICS | 2019年 / 92卷 / 06期
基金
中国国家自然科学基金;
关键词
Parameter estimation; chaotic system; time series; least squares estimation; noise; TURBINE REGULATING SYSTEM; PROJECTIVE SYNCHRONIZATION; CONTROLLER; DESIGN;
D O I
10.1007/s12043-019-1756-9
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Parameter estimation and synchronisation of chaotic systems are one of the hottest topics in the field of nonlinear science. In this paper, we addressed how to utilise the obtained experimental time series to estimate multiple parameters in chaotic systems. On the basis of relations of critical points and extreme value points, as well as the least squares estimation, we deduced a novel statistical parameter estimation corollary method to evaluate the unknown parameters in chaotic systems. In order to illustrate the feasibility and effectiveness of the proposed method, three numerical simulation results are presented, where the validity of the proposed method is verified in detail. Furthermore, we also investigated the effects of time-series noise and system disturbances for the proposed method, and the results showed that the proposed method is robust to uncertainties.
引用
收藏
页数:19
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