Identification of a coupled dynamical system

Battiston, L. and Rossi, M. (2002) Identification of a coupled dynamical system. Il nuovo cimento C, 25 (3). pp. 305-321. ISSN 1826-9885

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An identification problem for a coupled dynamical system is addressed. More specifically, the system, known from measurements of a scalar quantity, is governed by a set of Langevin equations coupled to a deterministic forcing evolving in a much slower fashion. A statistical method is presented which identifies the deterministic forcing without assuming any parameterization for both sub-systems. This procedure, which is based on a proper orthogonal decomposition applied on probability density functions, works when measurement sampling times remain much smaller than the characteristic time of the forcing. Several test cases are performed.

Item Type: Article
Uncontrolled Keywords: Fluctuation phenomena, random processes, noise, and Brownian motion ; Nonlinearity (including bifurcation theory) ; Chaos
Subjects: 500 Scienze naturali e Matematica > 550 Scienze della Terra > 551 Geologia, Idrologia, Meteorologia
Depositing User: Marina Spanti
Date Deposited: 12 Mar 2020 12:55
Last Modified: 12 Mar 2020 12:55

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