Local observability of state variables and parameters in nonlinear modeling 
quantified by delay reconstruction

Parlitz, Ulrich; Schumann-Bischoff, Jan; Luther, Stefan

doi:10.1063/1.4884344

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Local observability of state variables and parameters in nonlinear modeling quantified by delay reconstruction

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Parlitz, Ulrich
Research Group Biomedical Physics, Max Planck Institute for Dynamics and Self-Organization, Max Planck Society;

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Schumann-Bischoff, Jan
Research Group Biomedical Physics, Max Planck Institute for Dynamics and Self-Organization, Max Planck Society;

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Luther, Stefan
Research Group Biomedical Physics, Max Planck Institute for Dynamics and Self-Organization, Max Planck Society;

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Citation

Parlitz, U., Schumann-Bischoff, J., & Luther, S. (2014). Local observability of state variables and parameters in nonlinear modeling quantified by delay reconstruction. Chaos, 24, 024411-01-024411-11. doi:10.1063/1.4884344.

Cite as: https://hdl.handle.net/11858/00-001M-0000-0029-0F35-B

Abstract

Features of the Jacobian matrix of the delay coordinates map are exploited for quantifying the robustness and reliability of state and parameter estimations for a given dynamical model using a measured time series. Relevant concepts of this approach are introduced and illustrated for discrete and continuous time systems employing a filtered Henon map and a Rossler system.