Identification of nonlinear spatiotemporal systems via partitioned filtering

作     者：A. Sitz J. Kurths H. U. Voss 

作者机构：Center for Dynamics of Complex Systems University of Potsdam 14469 Potsdam Germany Freiburg Center for Data Analysis and Modeling 79104 Freiburg Germany 

出 版 物：《Physical Review E》 (物理学评论E辑：统计、非线性和软体物理学)

年 卷 期：2003年第68卷第1期

页      面：016202-016202页

核心收录：

学科分类：07[理学] 070203[理学-原子与分子物理] 0702[理学-物理学] 

主　　题：.state space Spatiotemporal unobserved inverse problem noisy uences Identification of nonlinear partitioned ltering 

摘      要：The problem of identifying continuous spatiotemporal nonlinear systems from noisy and indirect observations is determined by its computational complexity. We propose a solution by means of nonlinear state space filtering along with a state partition technique. The method is demonstrated to be computationally feasible for spatiotemporal data with properties that occur typically in experimental recordings. It is applied to one component of the simulated chaotic data of a two-component reaction diffusion system, yielding estimates of both the unobserved state component and the diffusion constant.