Abstract

We address the problem of estimating multiple parameters of a chaotic dynamical model from the observation of a scalar time series. We assume that the series is produced by a chaotic system with the same functional form as the model, so that synchronization between the two systems can be achieved by an adequate coupling. In this scenario, we propose an efficient Monte Carlo optimization algorithm that iteratively updates the model parameters in order to minimize the synchronization error. As an example, we apply it to jointly estimate the three static parameters of a chaotic Lorenz system.

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