Abstract
Parameters of a noisy Lorenz system were reconstructed from its time series using the method of proper coordinates. The effects of low-and high-frequency additive and multiplicative noise on the relative error of reconstruction of the system parameters have been studied. It is demonstrated that the method of proper coordinates provides for increased accuracy of reconstruction of the Lorenz system parameters in the presence of additive noise.
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Translated from Pis’ma v Zhurnal Tekhnichesko\(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\smile}$}}{l} \) Fiziki, Vol. 30, No. 16, 2004, pp. 26–30.
Original Russian Text Copyright © 2004 by Afanasiev, Nigmatullin, Polsky.
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Afanasiev, V.V., Nigmatullin, R.R. & Polsky, Y.E. Parameters of a noisy Lorenz system reconstructed using the method of proper coordinates. Tech. Phys. Lett. 30, 675–676 (2004). https://doi.org/10.1134/1.1792310
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DOI: https://doi.org/10.1134/1.1792310