ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)

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

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Language: 
Russian
Heading: 
Applied Problems of Nonlinear Oscillation and Wave Theory
Article type: 
Article
UDC: 
530.18
DOI: 
10.18500/0869-6632-2004-12-6-93-104

Reconstruction with hidden variables: modified Bock’s approach

Autors: 
Bezruchko Boris Petrovich, Saratov State University
Smirnov Dmitrij Alekseevich, Saratov Branch of Kotel`nikov Institute of Radiophysics and Electronics of Russian Academy of Sciences
Sysoev Ilya Vyacheslavovich, Saratov State University
Abstract: 

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.

Key words: 
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Acknowledgments: 
The work was dupported by the RFBR (05-02-16305), CRDF (REC-006) and Russian Presidential grant for young scientists (MK-1067.2004.2).
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Received: 
22.11.2004
Accepted: 
15.05.2005
Published: 
15.06.2005
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