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A combined approach for the identification of continuous non‐linear systems
Author(s) -
Voss H. U.,
Rust H.,
Horbelt W.,
Timmer J.
Publication year - 2003
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.750
Subject(s) - identification (biology) , computer science , system identification , data mining , biology , botany , measure (data warehouse)
The identification of a non‐linear continuous output‐only system from a time series is considered for the case that the functional form of the model is not known beforehand. To estimate both functions and parameters, a combination of non‐parametric modelling based on non‐linear regression and parametric modelling based on a multiple shooting algorithm is proposed. This strategy to determine non‐linear differential equations is exemplified on experimental data from a chaotic circuit where an accurate reconstruction of the observed attractor is obtained. Copyright © 2003 John Wiley & Sons, Ltd.