liu.seSearch for publications in DiVA
Change search
ReferencesLink to record
Permanent link

Direct link
Particle Filters for Prediction of Chaos
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Embry-Riddle Aeronautical University, USA.
2003 (English)In: Proceedings of the 13th IFAC Symposium on System Identification, 2003Conference paper (Refereed)
Abstract [en]

The use of particle filters for the prediction of time series arising from chaotic dynamical systems is explored. The specific dynamical systems considered are variations of the logistical map with an unknown parameter. This parameter is in the chaotic regime for these dynamical systems. The systems considered have both observation and process noise. The prediction algorithms studied are variations of particle filters which include a roughening technique. Cramer-Rao bounds for the prediction algorithm are developed and compared with Monte-Carlo simulations. 

Place, publisher, year, edition, pages
Keyword [en]
Particle filter, Dynamical systems, Non-linear systems, Estimation, Chaos, Prediction, Cramer-Rao
National Category
Engineering and Technology Control Engineering
URN: urn:nbn:se:liu:diva-90298ISBN: 0080437095OAI: diva2:613660
13th IFAC Symposium on System Identification, Rotterdam, The Netherlands, August, 2003
Available from: 2013-03-30 Created: 2013-03-24 Last updated: 2013-03-30

Open Access in DiVA

No full text

Search in DiVA

By author/editor
Gustafsson, Fredrik
By organisation
Automatic ControlThe Institute of Technology
Engineering and TechnologyControl Engineering

Search outside of DiVA

GoogleGoogle Scholar
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 53 hits
ReferencesLink to record
Permanent link

Direct link