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The effect of noise on parameter estimation in systems with complicated dynamics

Justin Goodwin·Reggie Brown·Lutz Junge
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Abstract

Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the robustness of the method to additive noise in the data.

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Justin Goodwin, Reggie Brown, Lutz Junge. 1999-03-24. The effect of noise on parameter estimation in systems with complicated dynamics. https://arxiv.org/abs/chao-dyn/9811002

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