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Erschienen in: Soft Computing 13/2019

13.03.2018 | Methodologies and Application

Cost function based on hidden Markov models for parameter estimation of chaotic systems

verfasst von: Yasser Shekofteh, Sajad Jafari, Karthikeyan Rajagopal

Erschienen in: Soft Computing | Ausgabe 13/2019

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Abstract

In this note, we deal with parameter estimation methods of chaotic systems. The parameter estimation of the chaotic systems has some significant issues due to their butterfly effects. It can be formulated as an optimization problem and needs a suitable cost function. In this paper, we propose a new cost function based on a hidden Markov model which is a statistical tool for modeling of time series data. It can model dynamical characteristics of the chaotic systems. Moreover, the use of dynamical features of their strange attractors is investigated to achieve a better cost function in the procedure of parameter estimation. Our experimental results indicate the success of the proposed cost function in the one-dimensional parameter estimation of a new four-dimensional chaotic system and Lorenz system as a well-known three-dimensional chaotic system.

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Metadaten
Titel
Cost function based on hidden Markov models for parameter estimation of chaotic systems
verfasst von
Yasser Shekofteh
Sajad Jafari
Karthikeyan Rajagopal
Publikationsdatum
13.03.2018
Verlag
Springer Berlin Heidelberg
Erschienen in
Soft Computing / Ausgabe 13/2019
Print ISSN: 1432-7643
Elektronische ISSN: 1433-7479
DOI
https://doi.org/10.1007/s00500-018-3129-6

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