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Local observability of state variables and parameters in nonlinear modeling quantified by delay reconstruction
Ulrich Parlitz1, Jan Schumann-Bischoff1, Stefan Luther1
1Max Planck Institute for Dynamics and Self-Organization, Am Faßberg 17, 37077 Göttingen, Germany.
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 Hénon map and a Rössler system.
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