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Uncertainty analysis of estimation results of chaos systems parameters
混沌系统参数估计结果的不确定性分析

Keywords: chaos system,parameter estimation,uncertainty analysis,PMVM
混沌系统
,参数估计,不确定性分析,后验均值法

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Abstract:

This paper presented a statistical method based on Bayes' theorem for quantifying the uncertainties of estimation results of chaos systems parameters due to the observation noise.Conducted a numerical simulation on the typical Lorenz system.And carried out uncertainty analysis of estimation results of the Lorenz system parameters in the case of different noise strength.Finally,proposed the posterior mean value method(PMVM) based on simulations results.Comparison of PMVM and the previous method under the sam...

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