Inferring the connectivity of coupled chaotic oscillators using Kalman filtering

Inferring the interactions between coupled oscillators is a significant open problem in complexity science, with multiple interdisciplinary applications. While the Kalman filter (KF) technique is a well-known tool, widely used for data assimilation and parameter estimation, to the best of our knowledge, it has not yet been used for inferring the connectivity of coupled chaotic oscillators. Here we demonstrate that KF allows reconstructing the interaction topology and the coupling strength of a network of mutually coupled Rössler-like chaotic oscillators. We show that the connectivity can be inferred by considering only the observed dynamics of a single variable of the three that define the phase space of each oscillator. We also show that both the coupling strength and the network architecture can be inferred even when the oscillators are close to synchronization. Simulation results are provided to show the effectiveness and applicability of the proposed method.