中国物理B ›› 2011, Vol. 20 ›› Issue (6): 60502-060502.doi: 10.1088/1674-1056/20/6/060502

• GENERAL • 上一篇    下一篇

Parameter estimation for chaotic systems with and without noise using differential evolution-based method

李念强, 潘炜, 闫连山, 罗斌, 徐明峰, 江宁   

  1. Centre for Information Photonics and Communications, Southwest Jiaotong University, Chengdu 610031, China
  • 收稿日期:2010-12-04 修回日期:2011-01-24 出版日期:2011-06-15 发布日期:2011-06-15
  • 基金资助:
    Project supported by the National Natural Science Foundation of China (Grant No. 60976039).

Parameter estimation for chaotic systems with and without noise using differential evolution-based method

Li Nian-Qiang (李念强), Pan Wei (潘炜), Yan Lian-Shan (闫连山), Luo Bin (罗斌), Xu Ming-Feng (徐明峰), Jiang Ning (江宁)   

  1. Centre for Information Photonics and Communications, Southwest Jiaotong University, Chengdu 610031, China
  • Received:2010-12-04 Revised:2011-01-24 Online:2011-06-15 Published:2011-06-15
  • Supported by:
    Project supported by the National Natural Science Foundation of China (Grant No. 60976039).

摘要: We present an approach in which the differential evolution (DE) algorithm is used to address identification problems in chaotic systems with or without delay terms. Unlike existing considerations, the scheme is able to simultaneously extract (i) the commonly considered parameters, (ii) the delay, and (iii) the initial state. The main goal is to present and verify the robustness against the common white Guassian noise of the DE-based method. Results of the time-delay logistic system, the Mackey-Glass system and the Lorenz system are also presented.

Abstract: We present an approach in which the differential evolution (DE) algorithm is used to address identification problems in chaotic systems with or without delay terms. Unlike existing considerations, the scheme is able to simultaneously extract (i) the commonly considered parameters, (ii) the delay, and (iii) the initial state. The main goal is to present and verify the robustness against the common white Guassian noise of the DE-based method. Results of the time-delay logistic system, the Mackey-Glass system and the Lorenz system are also presented.

Key words: chaotic system, differential evolution, noise, parameter estimation

中图分类号:  (Nonlinear dynamics and chaos)

  • 05.45.-a