Display Abstract

Title Quantifying uncertainty in state and parameter estimation

Name Ulrich Parlitz
Country Germany
Email ulrich.parlitz@ds.mpg.de
Co-Author(s) Jan Schumann-Bischoff, Stefan Luther
Submit Time 2014-02-25 09:27:46
Session
Special Session 25: Dynamics of chaotic and complex systems and applications
Contents
Prediction and analysis of complex dynamics requires a suitable representation of the underlying dynamical structure in terms of a mathematical model (ODEs, PDEs, ...) and methods for estimating relevant model parameters and the current state of the system. Whether this task can be solved depends on the observability of the required quantities given the available (time series) data and the efficacy of the estimation algorithm chosen. We shall present methods based on delay embedding to address the observability problem and algorithms for parameter and state estimation employing nonlinear optimization and synchronization.