Dimension estimation for autonomous nonlinear systems

The problem of estimating the dimension of the state-space of an autonomous nonlinear system is considered. Assuming that sampled measurements of the output and finitely many of its time derivatives are available, an exhaustive search algorithm able to retrieve the dimension of the minimal state-space realization is proposed. The performance of the algorithm are evaluated on specific nonlinear systems

Estimation of Lyapunov spectra from space-time data

A method to estimate Lyapunov spectra from spatio-temporal data is presented, which is well-suited to be applied to experimental situations. It allows to characterize the high-dimensional chaotic states, with possibly a large number of positive Lyapunov exponents, observed in spatio-temporal chaos. The method is applied to data from a coupled map lattice

An alternative solution to the model structure selection problem

An alternative solution to the model structure selection problem is introduced by conducting a forward search through the many possible candidate model terms initially and then performing an exhaustive all subset model selection on the resulting model. An example is included to demonstrate that this approach leads to dynamically valid nonlinear model

Observability/Identifiability of Rigid Motion under Perspective Projection

The "visual motion" problem consists of estimating the motion of an object viewed under projection. In this paper we address the feasibility of such a problem. We will show that the model which defines the visual motion problem for feature points in the euclidean 3D space lacks of both linear and local (weak) observability. The locally observable manifold is covered with three levels of lie differentiations. Indeed, by imposing metric constraints on the state-space, it is possible to reduce the set of indistinguishable states. We will then analyze a model for visual motion estimation in terms of identification of an Exterior Differential System, with the parameters living on a topological manifold, called the "essential manifold", which includes explicitly in its definition the forementioned metric constraints. We will show that rigid motion is globally observable/identifiable under perspective projection with zero level of lie differentiation under some general position conditions. Such conditions hold when the viewer does not move on a quadric surface containing all the visible points

A detectability criterion and data assimilation for non-linear differential equations

In this paper we propose a new sequential data assimilation method for non-linear ordinary differential equations with compact state space. The method is designed so that the Lyapunov exponents of the corresponding estimation error dynamics are negative, i.e. the estimation error decays exponentially fast. The latter is shown to be the case for generic regular flow maps if and only if the observation matrix H satisfies detectability conditions: the rank of H must be at least as great as the number of nonnegative Lyapunov exponents of the underlying attractor. Numerical experiments illustrate the exponential convergence of the method and the sharpness of the theory for the case of Lorenz96 and Burgers equations with incomplete and noisy observations

Homoclinic orbits, and self-excited and hidden attractors in a Lorenz-like system describing convective fluid motion

In this tutorial, we discuss self-excited and hidden attractors for systems of differential equations. We considered the example of a Lorenz-like system derived from the well-known Glukhovsky--Dolghansky and Rabinovich systems, to demonstrate the analysis of self-excited and hidden attractors and their characteristics. We applied the fishing principle to demonstrate the existence of a homoclinic orbit, proved the dissipativity and completeness of the system, and found absorbing and positively invariant sets. We have shown that this system has a self-excited attractor and a hidden attractor for certain parameters. The upper estimates of the Lyapunov dimension of self-excited and hidden attractors were obtained analytically.Comment: submitted to EP