Estimation and Control of Chaotic Nonlinear Dynamical Systems Using Time Series Data

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ISBN 13 :
Total Pages : 128 pages
Book Rating : 4.:/5 (37 download)

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Book Synopsis Estimation and Control of Chaotic Nonlinear Dynamical Systems Using Time Series Data by : Gang Chen

Download or read book Estimation and Control of Chaotic Nonlinear Dynamical Systems Using Time Series Data written by Gang Chen and published by . This book was released on 1995 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonlinear Systems

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Publisher : BoD – Books on Demand
ISBN 13 : 9535127144
Total Pages : 366 pages
Book Rating : 4.5/5 (351 download)

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Book Synopsis Nonlinear Systems by : Dongbin Lee

Download or read book Nonlinear Systems written by Dongbin Lee and published by BoD – Books on Demand. This book was released on 2016-10-19 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book consists mainly of two parts: Chapter 1 - Chapter 7 and Chapter 8 - Chapter 14. Chapter 1 and Chapter 2 treat design techniques based on linearization of nonlinear systems. An analysis of nonlinear system over quantum mechanics is discussed in Chapter 3. Chapter 4 to Chapter 7 are estimation methods using Kalman filtering while solving nonlinear control systems using iterative approach. Optimal approaches are discussed in Chapter 8 with retarded control of nonlinear system in singular situation, and Chapter 9 extends optimal theory to H-infinity control for a nonlinear control system.Chapters 10 and 11 present the control of nonlinear dynamic systems, twin-rotor helicopter and 3D crane system, which are both underactuated, cascaded dynamic systems. Chapter 12 applies controls to antisynchronization/synchronization in the chaotic models based on Lyapunov exponent theorem, and Chapter 13 discusses developed stability analytic approaches in terms of Lyapunov stability. The analysis of economic activities, especially the relationship between stock return and economic growth, is presented in Chapter 14.

Nonlinear Time Series Analysis

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Publisher : Cambridge University Press
ISBN 13 : 9780521529020
Total Pages : 390 pages
Book Rating : 4.5/5 (29 download)

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Book Synopsis Nonlinear Time Series Analysis by : Holger Kantz

Download or read book Nonlinear Time Series Analysis written by Holger Kantz and published by Cambridge University Press. This book was released on 2004 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paradigm of deterministic chaos has influenced thinking in many fields of science. Chaotic systems show rich and surprising mathematical structures. In the applied sciences, deterministic chaos provides a striking explanation for irregular behaviour and anomalies in systems which do not seem to be inherently stochastic. The most direct link between chaos theory and the real world is the analysis of time series from real systems in terms of nonlinear dynamics. Experimental technique and data analysis have seen such dramatic progress that, by now, most fundamental properties of nonlinear dynamical systems have been observed in the laboratory. Great efforts are being made to exploit ideas from chaos theory wherever the data displays more structure than can be captured by traditional methods. Problems of this kind are typical in biology and physiology but also in geophysics, economics, and many other sciences.

Nonlinear Time Series Analysis

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Publisher : Cambridge University Press
ISBN 13 : 1139440438
Total Pages : 390 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Nonlinear Time Series Analysis by : Holger Kantz

Download or read book Nonlinear Time Series Analysis written by Holger Kantz and published by Cambridge University Press. This book was released on 2003-11-27 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paradigm of deterministic chaos has influenced thinking in many fields of science. Chaotic systems show rich and surprising mathematical structures. In the applied sciences, deterministic chaos provides a striking explanation for irregular behaviour and anomalies in systems which do not seem to be inherently stochastic. The most direct link between chaos theory and the real world is the analysis of time series from real systems in terms of nonlinear dynamics. Experimental technique and data analysis have seen such dramatic progress that, by now, most fundamental properties of nonlinear dynamical systems have been observed in the laboratory. Great efforts are being made to exploit ideas from chaos theory wherever the data displays more structure than can be captured by traditional methods. Problems of this kind are typical in biology and physiology but also in geophysics, economics, and many other sciences.

Analysis of Observed Chaotic Data

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Publisher : Springer Science & Business Media
ISBN 13 : 1461207630
Total Pages : 278 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Analysis of Observed Chaotic Data by : Henry Abarbanel

Download or read book Analysis of Observed Chaotic Data written by Henry Abarbanel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: A clear and systematic treatment of time series of data, regular and chaotic, found in nonlinear systems. The text leads readers from measurements of one or more variables through the steps of building models of the source as a dynamical system, classifying the source by its dynamical characteristics, and finally predicting and controlling the dynamical system. It examines methods for separating the signal of physical interest from contamination by unwanted noise, and for investigating the phase space of the chaotic signal and its properties. The emphasis throughout is on the use of modern mathematical tools for investigating chaotic behaviour to uncover properties of physical systems, requiring knowledge of dynamical systems at the advanced undergraduate level and some knowledge of Fourier transforms and other signal processing methods.

Non-linear Time Series

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Publisher : Oxford University Press, USA
ISBN 13 :
Total Pages : 592 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Non-linear Time Series by : Howell Tong

Download or read book Non-linear Time Series written by Howell Tong and published by Oxford University Press, USA. This book was released on 1990 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by an internationally recognized expert in the field, this book provides a valuable introduction to the rapidly growing area of non-linear time series. Because developments in the study of dynamical systems have motivated many of the advances discussed here, the author's coverage includes such fundamental concepts of dynamical systems theory as limit cycles, Lyapunov functions, thresholds, and stability, with detailed descriptions of their role in the analysis of non-linear time series data. As the first accessible and comprehensive account of these exciting new developments, this unique volume bridges the gap between linear and chaotic time series analysis. Both statisticians and dynamical systems theorists will value its survey of recent developments and the present state of research, as well as the discussion of a number of unsolved problems in the field.

Extracting Knowledge From Time Series

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Publisher : Springer Science & Business Media
ISBN 13 : 3642126014
Total Pages : 416 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Extracting Knowledge From Time Series by : Boris P. Bezruchko

Download or read book Extracting Knowledge From Time Series written by Boris P. Bezruchko and published by Springer Science & Business Media. This book was released on 2010-09-03 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical modelling is ubiquitous. Almost every book in exact science touches on mathematical models of a certain class of phenomena, on more or less speci?c approaches to construction and investigation of models, on their applications, etc. As many textbooks with similar titles, Part I of our book is devoted to general qu- tions of modelling. Part II re?ects our professional interests as physicists who spent much time to investigations in the ?eld of non-linear dynamics and mathematical modelling from discrete sequences of experimental measurements (time series). The latter direction of research is known for a long time as “system identi?cation” in the framework of mathematical statistics and automatic control theory. It has its roots in the problem of approximating experimental data points on a plane with a smooth curve. Currently, researchers aim at the description of complex behaviour (irregular, chaotic, non-stationary and noise-corrupted signals which are typical of real-world objects and phenomena) with relatively simple non-linear differential or difference model equations rather than with cumbersome explicit functions of time. In the second half of the twentieth century, it has become clear that such equations of a s- ?ciently low order can exhibit non-trivial solutions that promise suf?ciently simple modelling of complex processes; according to the concepts of non-linear dynamics, chaotic regimes can be demonstrated already by a third-order non-linear ordinary differential equation, while complex behaviour in a linear model can be induced either by random in?uence (noise) or by a very high order of equations.

Nonlinear Dynamics and Chaos

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Publisher : CRC Press
ISBN 13 : 0429961111
Total Pages : 532 pages
Book Rating : 4.4/5 (299 download)

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Book Synopsis Nonlinear Dynamics and Chaos by : Steven H. Strogatz

Download or read book Nonlinear Dynamics and Chaos written by Steven H. Strogatz and published by CRC Press. This book was released on 2018-05-04 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is aimed at newcomers to nonlinear dynamics and chaos, especially students taking a first course in the subject. The presentation stresses analytical methods, concrete examples, and geometric intuition. The theory is developed systematically, starting with first-order differential equations and their bifurcations, followed by phase plane analysis, limit cycles and their bifurcations, and culminating with the Lorenz equations, chaos, iterated maps, period doubling, renormalization, fractals, and strange attractors.

Frontiers in the Study of Chaotic Dynamical Systems with Open Problems

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Publisher : World Scientific
ISBN 13 : 9814340693
Total Pages : 268 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis Frontiers in the Study of Chaotic Dynamical Systems with Open Problems by : Elhadj Zeraoulia

Download or read book Frontiers in the Study of Chaotic Dynamical Systems with Open Problems written by Elhadj Zeraoulia and published by World Scientific. This book was released on 2011 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of review articles is devoted to new developments in the study of chaotic dynamical systems with some open problems and challenges. The papers, written by many of the leading experts in the field, cover both the experimental and theoretical aspects of the subject. This edited volume presents a variety of fascinating topics of current interest and problems arising in the study of both discrete and continuous time chaotic dynamical systems. Exciting new techniques stemming from the area of nonlinear dynamical systems theory are currently being developed to meet these challenges. Presenting the state-of-the-art of the more advanced studies of chaotic dynamical systems, Frontiers in the Study of Chaotic Dynamical Systems with Open Problems is devoted to setting an agenda for future research in this exciting and challenging field.

Optimal Estimation of Dynamic Systems

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Publisher : CRC Press
ISBN 13 : 0203509129
Total Pages : 606 pages
Book Rating : 4.2/5 (35 download)

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Book Synopsis Optimal Estimation of Dynamic Systems by : John L. Crassidis

Download or read book Optimal Estimation of Dynamic Systems written by John L. Crassidis and published by CRC Press. This book was released on 2004-04-27 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals receiv

Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems

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Publisher : Springer
ISBN 13 : 3030184722
Total Pages : 280 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems by : M. Reza Rahimi Tabar

Download or read book Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems written by M. Reza Rahimi Tabar and published by Springer. This book was released on 2019-07-04 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space), uni- or multi-variant sequentially measured set of experimental data (even noisy data), how should one analyse non-parametrically the data, assess underlying trends, uncover characteristics of the fluctuations (including diffusion and jump contributions), and construct a stochastic evolution equation? Here, the term "non-parametrically" exemplifies that all the functions and parameters of the constructed stochastic evolution equation can be determined directly from the measured data. The book provides an overview of methods that have been developed for the analysis of fluctuating time series and of spatially disordered structures. Thanks to its feasibility and simplicity, it has been successfully applied to fluctuating time series and spatially disordered structures of complex systems studied in scientific fields such as physics, astrophysics, meteorology, earth science, engineering, finance, medicine and the neurosciences, and has led to a number of important results. The book also includes the numerical and analytical approaches to the analyses of complex time series that are most common in the physical and natural sciences. Further, it is self-contained and readily accessible to students, scientists, and researchers who are familiar with traditional methods of mathematics, such as ordinary, and partial differential equations. The codes for analysing continuous time series are available in an R package developed by the research group Turbulence, Wind energy and Stochastic (TWiSt) at the Carl von Ossietzky University of Oldenburg under the supervision of Prof. Dr. Joachim Peinke. This package makes it possible to extract the (stochastic) evolution equation underlying a set of data or measurements.

State Estimation and Stabilization of Nonlinear Systems

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Publisher : Springer Nature
ISBN 13 : 3031379705
Total Pages : 439 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis State Estimation and Stabilization of Nonlinear Systems by : Abdellatif Ben Makhlouf

Download or read book State Estimation and Stabilization of Nonlinear Systems written by Abdellatif Ben Makhlouf and published by Springer Nature. This book was released on 2023-11-06 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the separation principle which is also known as the principle of separation of estimation and control and states that, under certain assumptions, the problem of designing an optimal feedback controller for a stochastic system can be solved by designing an optimal observer for the system's state, which feeds into an optimal deterministic controller for the system. Thus, the problem may be divided into two halves, which simplifies its design. In the context of deterministic linear systems, the first instance of this principle is that if a stable observer and stable state feedback are built for a linear time-invariant system (LTI system hereafter), then the combined observer and feedback are stable. The separation principle does not true for nonlinear systems in general. Another instance of the separation principle occurs in the context of linear stochastic systems, namely that an optimum state feedback controller intended to minimize a quadratic cost is optimal for the stochastic control problem with output measurements. The ideal solution consists of a Kalman filter and a linear-quadratic regulator when both process and observation noise are Gaussian. The term for this is linear-quadratic-Gaussian control. More generally, given acceptable conditions and when the noise is a martingale (with potential leaps), a separation principle, also known as the separation principle in stochastic control, applies when the noise is a martingale (with possible jumps).

Prediction and Geometry of Chaotic Time Series

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Publisher :
ISBN 13 : 9781423569541
Total Pages : 117 pages
Book Rating : 4.5/5 (695 download)

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Book Synopsis Prediction and Geometry of Chaotic Time Series by : Mary L. Leonardi

Download or read book Prediction and Geometry of Chaotic Time Series written by Mary L. Leonardi and published by . This book was released on 1997-06-01 with total page 117 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis examines the topic of chaotic time series. An overview of chaos, dynamical systems, and traditional approaches to time series analysis is provided, followed by an examination of state space reconstruction. State space reconstruction is a nonlinear, deterministic approach whose goal is to use the immediate past behavior of the time series to reconstruct the current state of the system. The choice of delay parameter and embedding dimension are crucial to this reconstruction. Once the state space has been properly reconstructed, one can address the issue of whether apparently random data has come from a low- dimensional, chaotic (deterministic) source or from a random process. Specific techniques for making this determination include attractor reconstruction, estimation of fractal dimension and Lyapunov exponents, and short-term prediction. If the time series data appears to be from a low-dimensional chaotic source, then one can predict the continuation of the data in the short term. This is the inverse problem of dynamical systems. In this thesis, the technique of local fitting is used to accomplish the prediction. Finally, the issue of noisy data is treated, with the purpose of highlighting where further research may be beneficial.

Predictability of Complex Dynamical Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 3642802540
Total Pages : 233 pages
Book Rating : 4.6/5 (428 download)

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Book Synopsis Predictability of Complex Dynamical Systems by : Yurii A. Kravtsov

Download or read book Predictability of Complex Dynamical Systems written by Yurii A. Kravtsov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a book book for researchers and practitioners interested in modeling, prediction and forecasting of natural systems based on nonlinear dynamics. It is a practical guide to data analysis and to the development of algorithms, especially for complex systems. Topics such as the characterization of nonlinear correlations in data as dynamical systems, reconstruction of dynamical models from data, nonlinear noise reduction and the limits of predicatability are discussed. The chapters are written by leading experts and consider practical problems such as signal and time series analysis, biomedical data analysis, financial analysis, stochastic modeling, human evolution, and political modeling. The book includes new methods for nonlinear filtering of complex signals, new algorithms for signal classification, and the concept of the "Global Brain".

Modelling and Forecasting Financial Data

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Publisher : Springer Science & Business Media
ISBN 13 : 9780792376804
Total Pages : 528 pages
Book Rating : 4.3/5 (768 download)

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Book Synopsis Modelling and Forecasting Financial Data by : Abdol S. Soofi

Download or read book Modelling and Forecasting Financial Data written by Abdol S. Soofi and published by Springer Science & Business Media. This book was released on 2002-03-31 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last decade, dynamical systems theory and related nonlinear methods have had a major impact on the analysis of time series data from complex systems. Recent developments in mathematical methods of state-space reconstruction, time-delay embedding, and surrogate data analysis, coupled with readily accessible and powerful computational facilities used in gathering and processing massive quantities of high-frequency data, have provided theorists and practitioners unparalleled opportunities for exploratory data analysis, modelling, forecasting, and control. Until now, research exploring the application of nonlinear dynamics and associated algorithms to the study of economies and markets as complex systems is sparse and fragmentary at best. Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters. Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.

Analysis of Chaotic Behavior in Non-Linear Dynamical Systems

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Publisher : Springer
ISBN 13 : 9783030069315
Total Pages : 146 pages
Book Rating : 4.0/5 (693 download)

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Book Synopsis Analysis of Chaotic Behavior in Non-Linear Dynamical Systems by : Michal Piorek

Download or read book Analysis of Chaotic Behavior in Non-Linear Dynamical Systems written by Michal Piorek and published by Springer. This book was released on 2019-08-03 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Introduction to Dynamical Systems and Chaos

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Publisher : Springer Nature
ISBN 13 : 9819976952
Total Pages : 701 pages
Book Rating : 4.8/5 (199 download)

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Book Synopsis An Introduction to Dynamical Systems and Chaos by : G. C. Layek

Download or read book An Introduction to Dynamical Systems and Chaos written by G. C. Layek and published by Springer Nature. This book was released on with total page 701 pages. Available in PDF, EPUB and Kindle. Book excerpt: