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ID: 708930.0, MPI für Dynamik und Selbstorganisation / Nichtlineare Dynamik und Arrhythmia des Herzens
Quantifying uncertainty in state and parameter estimation
Authors:Parlitz, Ulrich; Schumann-Bischoff, Jan; Luther, Stefan
Language:English
Date of Publication (YYYY-MM-DD):2014-05-15
Title of Journal:Physical Review E
Journal Abbrev.:Phys. Rev. E
Volume:89
Issue / Number:5
Start Page:050902-1
End Page:050902-5
Review Status:Peer-review
Audience:Experts Only
Intended Educational Use:Yes
Abstract / Description:Observability of state variables and parameters of a dynamical system from an observed time series is analyzed and quantified by means of the Jacobian matrix of the delay coordinates map. For each state variable and each parameter to be estimated, a measure of uncertainty is introduced depending on the current state and parameter values, which allows us to identify regions in state and parameter space where the specific unknown quantity can(not) be estimated from a given time series. The method is demonstrated using the Ikeda map and the Hindmarsh-Rose model.
Free Keywords:SYSTEM IDENTIFICATION; DATA ASSIMILATION; TIME-SERIES; SYNCHRONIZATION; OBSERVABILITY
External Publication Status:published
Document Type:Article
Communicated by:Folkert Mueller-Hoissen
Affiliations:MPI für Dynamik und Selbstorganisation/Nichtlineare Dynamik und Arrhythmia des Herzens
Identifiers:DOI:10.1103/PhysRevE.89.050902
ISSN:1539-3755
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