No abstract

We present an efficient method for estimating variables and parameters of a given system of ordinary differential equations by adapting the model output to an observed time series from the (physical) process described by the model. The proposed method is based on (unconstrained) nonlinear optimization exploiting the particular structure of the relevant cost function. To illustrate the features and performance of the method, simulations are presented using chaotic time series generated by the Colpitts oscillator, the three-dimensional Hindmarsh-Rose neuron model, and a nine-dimensional extended Rössler system.

In data-driven system identification, values of parameters and not observed variables of a given model of a dynamical system are estimated from measured time series. We address the question of estimability and redundancy of parameters and variables, that is, whether unique results can be expected for the estimates or whether, for example, different combinations of parameter values would provide the same measured output. This question is answered by analyzing the null space of the linearized delay coordinates map. Examples with zero-dimensional, one-dimensional, and two-dimensional null spaces are presented employing the Hindmarsh-Rose model, the Colpitts oscillator, and the Rössler system.