20 March 2015

12:00 pm

Estimation of Parameters of Chaotic Dynamic Systems

Prof. Heikki Haario

Laboratory of Mathematics

Lappeenranta University of Technology

To estimate parameters of chaotic dynamical systems a

measure to quantify the likelihood function of chaotic variability

(the ’distance’ between different trajectories) is

needed. We review problems encountered by previously

used methods and propose a method related to fractal dimension

concepts. The methodology is demonstrated using

classical chaotic examples, the Lorenz 63 and Lorenz 95

systems, and the Shallow Water Equation as a high dimensional example .