A new method for parameter estimation in nonlinear dynamical equations

Abstract

Parameter estimation is an important scientific problem in various fields such as chaos control, chaos synchronization and other mathematical models. In this paper, a new method for parameter estimation in nonlinear dynamical equations is proposed based on evolutionary modelling (EM). This will be achieved by utilizing the following characteristics of EM which includes self-organizing, adaptive and self-learning features which are inspired by biological natural selection, and mutation and genetic inheritance. The performance of the new method is demonstrated by using various numerical tests on the classic chaos model—Lorenz equation (Lorenz 1963). The results indicate that the new method can be used for fast and effective parameter estimation irrespective of whether partial parameters or all parameters are unknown in the Lorenz equation. Moreover, the new method has a good convergence rate. Noises are inevitable in observational data. The influence of observational noises on the performance of the presented method has been investigated. The results indicate that the strong noises, such as signal noise ratio (SNR) of 10 dB, have a larger influence on parameter estimation than the relatively weak noises. However, it is found that the precision of the parameter estimation remains acceptable for the relatively weak noises, e.g. SNR is 20 or 30 dB. It indicates that the presented method also has some anti-noise performance.