Global Modeling by Means

Appeared in the proceedings of the "International Conference on Unsolved Problems of Noise", Sept. 3-7 1996, Szeged, Hungary

¹Institut für Theoretische Physik; Technische Universität Graz
Petersgasse 16; A-8010 Graz; Austria

²Institute for Pure and Applied Physical Sciences
MS-0360, University of California at San Diego
9500 Gilman Drive; La Jolla, CA 92093; USA

A Global Dynamical Modeling Scheme Using Transformed Variables in the Presence of Noise

Claudia S.M. Lainscsek¹, Ferdinand Schürrer¹, and James B. Kadtke²

Abstract:

The information contained in a scalar time series and its numerical derivatives is used to construct a global model for the underlying dynamical system, using a model transformation presented previously. Here, we present some modifications of this method to mitigate the effects of additive noise, test this method by reconstructing global models for known chaotic dynamical systems, and compare the dynamical properties of the re-constructed and original systems.

 

• Global Modeling by Means of a Transformed System
• Global Modeling of Simulated Systems
• Lorenz System Without Noise
• Lorenz System With Noise
• Conclusion
• References
• About this document ...

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