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Nelin. Dinam., 2010, Volume 6, Number 2, Pages 267–276 (Mi nd38)  

This article is cited in 1 scientific paper (total in 1 paper)

Parameter estimation in dynamical systems with additive noise

V. S. Malyaev, T. E. Vadivasova

Saratov State University named after N. G. Chernyshevsky, Physics Department

Abstract: In the present paper possibilities of parameters estimation are considered in dynamical systems (DS) with additive noise. Simple and effective algorithms, optimal parameter values of numeric simulation and data filtration methods are proposed that enable one to find the controlling parameter value of a noisy DS with a high accuracy. Different DS are studied, and the accuracy of parameter estimation is examined for various dynamical modes and for different noise intensities.

Keywords: dynamical system, fluctuations, noise, parameter estimation, bifurcations, chaos.

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Document Type: Article
UDC: 537.86/.87:530.182
MSC: 70Kxx, 39Axx
Received: 11.03.2010

Citation: V. S. Malyaev, T. E. Vadivasova, “Parameter estimation in dynamical systems with additive noise”, Nelin. Dinam., 6:2 (2010), 267–276

Citation in format AMSBIB
\Bibitem{MalVad10}
\by V.~S.~Malyaev, T.~E.~Vadivasova
\paper Parameter estimation in dynamical systems with additive noise
\jour Nelin. Dinam.
\yr 2010
\vol 6
\issue 2
\pages 267--276
\mathnet{http://mi.mathnet.ru/nd38}


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    This publication is cited in the following articles:
    1. Malyaev V.S., Semenov V.V., Vadivasova T.E., “Eksperimentalnaya otsenka neizvestnogo parametra nelineinoi sistemy v prisutstvii dinamicheskogo shuma”, Izvestiya vysshikh uchebnykh zavedenii. prikladnaya nelineinaya dinamika, 20:3 (2012), 17–28  zmath  elib
  • Нелинейная динамика
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