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Parameter estimation using balanced synchronization
Authors:Daniel R Creveling  James M Jeanne  Henry DI Abarbanel
Institution:a Department of Physics, University of California, San Diego, La Jolla, CA 92093-0402, USA
b Institute for Nonlinear Science, University of California, San Diego, La Jolla, CA 92093-0402, USA
c Graduate Program in Computational Neurobiology, University of California, San Diego, La Jolla, CA 92093-0402, USA
d Marine Physical Laboratory (Scripps Institution of Oceanography), University of California, San Diego, La Jolla, CA 92093-0402, USA
Abstract:Synchronization between experimental observations and a dynamical model with undetermined parameters can assist in completing the specification of the model parameters. The quality of the synchronization, a cost function to be minimized, typically depends on the difference between the data time series and the model time series. If the coupling between the data and the model is too strong, this cost function is small for any data and any model, and the variation of the cost function with respect to the parameters of interest is too small to permit selection of a value of the parameters. If the coupling is too small, synchronization is lost. We introduce two methods for balancing the competing desires of a small cost function and the numerical ability to determine parameters accurately. One method of ‘balanced’ synchronization adds a requirement that the conditional Lyapunov exponent of the model system, conditioned on being driven by the data, remain negative but small. The other method allows the coupling to vary in time according to the error in synchronization. This second method succeeds because the data and the model exhibit generalized synchronization in the region where the parameters of the model are well determined.
Keywords:05  45  Xt
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