Parameter estimation for chaotic systems with and without noise using differential evolution-based method

We present an approach in which the differential evolution (DE) algorithm is used to address identification problems in chaotic systems with or without delay terms. Unlike existing considerations, the scheme is able to simultaneously extract (i) the commonly considered parameters, (ii) the delay, an...

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Published inChinese physics B Vol. 20; no. 6; pp. 72 - 77
Main Author 李念强 潘炜 闫连山 罗斌 徐明峰 江宁
Format Journal Article
LanguageEnglish
Published IOP Publishing 01.06.2011
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ISSN1674-1056
2058-3834
DOI10.1088/1674-1056/20/6/060502

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Summary:We present an approach in which the differential evolution (DE) algorithm is used to address identification problems in chaotic systems with or without delay terms. Unlike existing considerations, the scheme is able to simultaneously extract (i) the commonly considered parameters, (ii) the delay, and (iii) the initial state. The main goal is to present and verify the robustness against the common white Guassian noise of the DE-based method. Results of the time-delay logistic system, the Mackey Glass system and the Lorenz system are also presented.
Bibliography:Li Nian-qiang Pan Wei, Yan Lian-Shan, Luo Bin Xu Ming-Feng, and Jiang Ning(Centre for Information Photonics and Communications, Southwest Jiaotong University, Chengdu 610031, China)
We present an approach in which the differential evolution (DE) algorithm is used to address identification problems in chaotic systems with or without delay terms. Unlike existing considerations, the scheme is able to simultaneously extract (i) the commonly considered parameters, (ii) the delay, and (iii) the initial state. The main goal is to present and verify the robustness against the common white Guassian noise of the DE-based method. Results of the time-delay logistic system, the Mackey Glass system and the Lorenz system are also presented.
chaotic system, differential evolution, noise, parameter estimation
11-5639/O4
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ISSN:1674-1056
2058-3834
DOI:10.1088/1674-1056/20/6/060502