Parameter estimation of chaotic dynamical systems using LS-based cost functions on the state space

Pramana ◽  
2021 ◽  
Vol 96 (1) ◽  
Author(s):  
Ali Mousazadeh ◽  
Yasser Shekofteh
2020 ◽  
Vol 65 (2) ◽  
pp. 1-14
Author(s):  
Sevil Avcıoğlu ◽  
Ali Türker Kutay ◽  
Kemal Leblebicioğlu

Subspace identification is a powerful tool due to its well-understood techniques based on linear algebra (orthogonal projections and intersections of subspaces) and numerical methods like singular value decomposition. However, the state space model matrices, which are obtained from conventional subspace identification algorithms, are not necessarily associated with the physical states. This can be an important deficiency when physical parameter estimation is essential. This holds for the area of helicopter flight dynamics, where physical parameter estimation is mainly conducted for mathematical model improvement, aerodynamic parameter validation, and flight controller tuning. The main objective of this study is to obtain helicopter physical parameters from subspace identification results. To achieve this objective, the subspace identification algorithm is implemented for a multirole combat helicopter using both FLIGHTLAB simulation and real flight-test data. After obtaining state space matrices via subspace identification, constrained nonlinear optimization methodologies are utilized for extracting the physical parameters. The state space matrices are transformed into equivalent physical forms via the "sequential quadratic programming" nonlinear optimization algorithm. The required objective function is generated by summing the square of similarity transformation equations. The constraints are selected with physical insight. Many runs are conducted for randomly selected initial conditions. It can be concluded that all of the significant parameters can be obtained with a high level of accuracy for the data obtained from the linear model. This strongly supports the idea behind this study. Results for the data obtained from the nonlinear model are also evaluated to be satisfactory in the light of statistical error analysis. Results for the real flight-test data are also evaluated to be good for the helicopter modes that are properly excited in the flight tests.


2017 ◽  
Vol 27 (04) ◽  
pp. 1750062 ◽  
Author(s):  
Cheng Xu ◽  
Chengqing Li ◽  
Jinhu Lü ◽  
Shi Shu

This paper discusses the letter entitled “Network analysis of the state space of discrete dynamical systems” by A. Shreim et al. [Phys. Rev. Lett. 98, 198701 (2007)]. We found that some theoretical analyses are wrong and the proposed indicators based on two parameters of the state-mapping network cannot discriminate the dynamical complexity of the discrete dynamical systems composed of a 1D cellular automata.


2012 ◽  
Vol 2012 ◽  
pp. 1-12 ◽  
Author(s):  
J. A. Tenreiro Machado

This paper studies the chromosome information of twenty five species, namely, mammals, fishes, birds, insects, nematodes, fungus, and one plant. A quantifying scheme inspired in the state space representation of dynamical systems is formulated. Based on this algorithm, the information of each chromosome is converted into a bidimensional distribution. The plots are then analyzed and characterized by means of Shannon entropy. The large volume of information is integrated by averaging the lengths and entropy quantities of each species. The results can be easily visualized revealing quantitative global genomic information.


1982 ◽  
Vol 49 (4) ◽  
pp. 895-902 ◽  
Author(s):  
C. S. Hsu

Developed in the paper is a probabilistic theory for nonlinear dynamical systems. The theory is based on discretizing the state space into a cell structure and using the cell probability functions to describe the state of a system. Although the dynamical system may be highly nonlinear the probabilistic formulation always leads to a set of linear ordinary differential equations. The evolution of the probability distribution among the cells can then be studied by applying the theory of Markov processes to this set of equations. It is believed that this development possibly offers a new approach to the global analysis of nonlinear systems.


2007 ◽  
Vol 98 (19) ◽  
Author(s):  
Amer Shreim ◽  
Peter Grassberger ◽  
Walter Nadler ◽  
Björn Samuelsson ◽  
Joshua E. S. Socolar ◽  
...  

2018 ◽  
Author(s):  
Marc de Kamps ◽  
Mikkel Lepperød ◽  
Yi Ming Lai

AbstractThe importance of a mesoscopic description level of the brain has now been well established. Rate based models are widely used, but have limitations. Recently, several extremely efficient population-level methods have been proposed that go beyond the characterization of a population in terms of a single variable. Here, we present a method for simulating neural populations based on two dimensional (2D) point spiking neuron models that defines the state of the population in terms of a density function over the neural state space. Our method differs in that we do not make the diffusion approximation, nor do we reduce the state space to a single dimension (1D). We do not hard code the neural model, but read in a grid describing its state space in the relevant simulation region. Novel models can be studied without even recompiling the code. The method is highly modular: variations of the deterministic neural dynamics and the stochastic process can be investigated independently. Currently, there is a trend to reduce complex high dimensional neuron models to 2D ones as they offer a rich dynamical repertoire that is not available in 1D, such as limit cycles. We will demonstrate that our method is ideally suited to investigate noise in such systems, replicating results obtained in the diffusion limit and generalizing them to a regime of large jumps. The joint probability density function is much more informative than 1D marginals, and we will argue that the study of 2D systems subject to noise is important complementary to 1D systems.Author SummaryA group of slow, noisy and unreliable cells collectively implement our mental faculties, and how they do this is still one of the big scientific questions of our time. Mechanistic explanations of our cognitive skills, be it locomotion, object handling, language comprehension or thinking in general - whatever that may be - is still far off. A few years ago the following question was posed: Imagine that aliens would provide us with a brain-sized clump of matter, with complete freedom to sculpt realistic neuronal networks with arbitrary precision. Would we be able to build a brain? The answer appears to be no, because this technology is actually materializing, not in the form of an alien kick-start, but through steady progress in computing power, simulation methods and the emergence of databases on connectivity, neural cell types, complete with gene expression, etc. A number of groups have created brain-scale simulations, others like the Blue Brain project may not have simulated a full brain, but they included almost every single detail known about the neurons they modelled. And yet, we do not know how we reach for a glass of milk.Mechanistic, large-scale models require simulations that bridge multiple scales. Here we present a method that allows the study of two dimensional dynamical systems subject to noise, with very little restrictions on the dynamical system or the nature of the noise process. Given that high dimensional realistic models of neurons have been reduced successfully to two dimensional dynamical systems, while retaining all essential dynamical features, we expect that this method will contribute to our understanding of the dynamics of larger brain networks without requiring the level of detail that make brute force large-scale simulations so unwieldy.


Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-11
Author(s):  
Ya Gu ◽  
Quanmin Zhu ◽  
Jicheng Liu ◽  
Peiyi Zhu ◽  
Yongxin Chou

This paper presents a multi-innovation stochastic gradient parameter estimation algorithm for dual-rate sampled state-space systems with d-step time delay by the multi-innovation identification theory. Considering the stochastic disturbance in industrial process and using the gradient search, a multi-innovation stochastic gradient algorithm is proposed through expanding the scalar innovation into an innovation vector in order to obtain more accurate parameter estimates. The difficulty of identification is that the information vector in the identification model contains the unknown states. The proposed algorithm uses the state estimates of the observer instead of the state variables to realize the parameter estimation. The simulation results indicate that the proposed algorithm works well.


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