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

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.

[1]  Ling Wang,et al.  Parameter estimation for chaotic systems by particle swarm optimization , 2007 .

[2]  A. Roy Chowdhury,et al.  Parameter estimation of a delay dynamical system using synchronization in presence of noise , 2007 .

[3]  Xiangdong Wang,et al.  Parameters identification of chaotic systems via chaotic ant swarm , 2006 .

[4]  S. Ortin,et al.  Time-Delay Identification in a Chaotic Semiconductor Laser With Optical Feedback: A Dynamical Point of View , 2009, IEEE Journal of Quantum Electronics.

[5]  Xiaogang Wu,et al.  Parameter estimation only from the symbolic sequences generated by chaos system , 2004 .

[6]  Yinggan Tang,et al.  Parameter estimation of chaotic system with time-delay: A differential evolution approach , 2009 .

[7]  Kestutis Pyragas SYNCHRONIZATION OF COUPLED TIME-DELAY SYSTEMS : ANALYTICAL ESTIMATIONS , 1998 .

[8]  高飞,et al.  Parameters estimation online for Lorenz system by a novel quantum-behaved particle swarm optimization , 2008 .

[9]  G. Álvarez,et al.  Cryptanalysis of an ergodic chaotic cipher , 2003 .

[10]  W. Chang Parameter identification of Rossler’s chaotic system by an evolutionary algorithm , 2006 .

[11]  E. Lorenz Deterministic nonperiodic flow , 1963 .

[12]  Henry D I Abarbanel,et al.  Parameter and state estimation of experimental chaotic systems using synchronization. , 2009, Physical review. E, Statistical, nonlinear, and soft matter physics.

[13]  James M. Jeanne,et al.  Estimation of parameters in nonlinear systems using balanced synchronization. , 2008, Physical review. E, Statistical, nonlinear, and soft matter physics.

[14]  Parlitz,et al.  Synchronization-based parameter estimation from time series. , 1996, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[15]  C. Piccardi On parameter estimation of chaotic systems via symbolic time-series analysis. , 2006, Chaos.

[16]  Jiagui Wu,et al.  Suppression of time delay signatures of chaotic output in a semiconductor laser with double optical feedback. , 2009, Optics express.

[17]  Xiaofeng Li,et al.  Mismatch robustness and security of chaotic optical communications based on injection-locking chaos synchronization , 2006, IEEE Journal of Quantum Electronics.

[18]  E. M. Shahverdiev,et al.  Chaos synchronization between the Mackey–Glass systems with multiple time delays , 2006 .

[19]  Parlitz,et al.  Estimating model parameters from time series by autosynchronization. , 1996, Physical review letters.

[20]  Bo Peng,et al.  Differential evolution algorithm-based parameter estimation for chaotic systems , 2009 .

[21]  V I Ponomarenko,et al.  Extracting information masked by the chaotic signal of a time-delay system. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.

[22]  W. Pan,et al.  Chaos synchronization communication using extremely unsymmetrical bidirectional injections. , 2008, Optics letters.