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Using invariants to determine change detection in dynamical system with chaos. (English) Zbl 1142.93435

Summary: The problem of change detection in dynamical systems originated from ordinary differential equations and real world phenomena is covered. Until now suitable methods for detecting changes for linear systems and nonlinear systems have been elaborated but there are no such method for chaotic systems. In this paper we propose the method of change detection based on the fractal dimension, which is the one of characteristics dynamical system invariants. The application of the method is illustrated with simulations.

MSC:

93E03 Stochastic systems in control theory (general)
93E11 Filtering in stochastic control theory

Software:

TISEAN; Fracdim; Massdal; qcc
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References:

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