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Parameter estimation for chaotic systems with and without noise using differential evolution-based method
Authors:Li Nian-Qiang  Pan Wei  Yan Lian-Shan  Luo Bin  Xu Ming-Feng  Jiang Ning
Affiliation:Centre for Information Photonics and Communications, Southwest Jiaotong University, Chengdu 610031, China
Abstract: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.
Keywords:chaotic system  differential evolution  noise  parameter estimation
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