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

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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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Parlitz, U., Schumann-Bischoff, J., & Luther, S. (2014). Local observability of state variables and parameters in nonlinear modeling quantified by delay reconstruction. Chaos, 24(2). https://doi.org/10.1063/1.4884344

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