Identification of Chaotic Systems by Spectral Estimation and Neural Networks

碩士 === 國立交通大學 === 控制工程系 === 82 === In this thesis, two modeling methodologies are developed for the identification of discrete-time chaotic systems. One of thodologies is linear stochastic modeling utilizing the model- based spectral estima...

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Bibliographic Details
Main Authors: Yue-Fu Tau, 陶有福
Other Authors: Prof. Bing-Fei Wu
Format: Others
Language:en_US
Published: 1994
Online Access:http://ndltd.ncl.edu.tw/handle/48220490116591037830
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Summary:碩士 === 國立交通大學 === 控制工程系 === 82 === In this thesis, two modeling methodologies are developed for the identification of discrete-time chaotic systems. One of thodologies is linear stochastic modeling utilizing the model- based spectral estimation to find a spectrum-approximated Markovian model. The approach is related to a Markovian representation such that the power spectrum of the estimated output is very close to the power spectrum of the original one. This approach is that by solvingdiscrete-time algebraic Riccati equation associated with the system matrices of the Markovian model, we can have the system dynamics. The novelty of this approach is to get system dynamics systematically and much easier. The other modeling methodologies is nonlinear deterministic modeling using neural networks to model a discrete-time chaotic system. A Series-Parallel Model can decribe the system dynamics but its tracking data must always be allowable. A Parallel Model can hold partial system dynamics, but it can't track data well. A new model, called Novel Model,can overcome disadvantages of the Parallel Model and the Series-Parallel Model.