For citation:
Bezruchko B. P., Smirnov D. A., Sysoev I. V. Reconstruction with hidden variables: modified Bock’s approach. Izvestiya VUZ. Applied Nonlinear Dynamics, 2004, vol. 12, iss. 6, pp. 93-104. DOI: 10.18500/0869-6632-2004-12-6-93-104
Reconstruction with hidden variables: modified Bock’s approach
The task of model parameter estimation from experimental time series under the assumption that some variables cannot be measured or their series are very noisy is considered. Based on proposed quantitative criteria two algorithms — original Bock’s approach and its modification that allows discontinuity of model trajectory are compared. The modified method is shown to be significantly more efficient for long series. Also with the modified approach the worse starting guesses for parameters to be estimated are acceptable.
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