Dynamically learning the parameters of a chaotic system using partial observations [article]

Elizabeth Carlson, Joshua Hudson, Adam Larios, Vincent R. Martinez, Eunice Ng, Jared P. Whitehead
2021 arXiv   pre-print
Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this algorithm to the correct parameters when the system in question is the classic three-dimensional Lorenz system. Computationally, we demonstrate the efficacy of this algorithm on the Lorenz system by recovering any proper subset of the three non-dimensional
more » ... ers of the system, so long as a corresponding subset of the state is observable. We also provide computational evidence that this algorithm works well beyond the hypotheses required in the rigorous analysis, including in the presence of noisy observations, stochastic forcing, and the case where the observations are discrete and sparse in time.
arXiv:2108.08354v1 fatcat:scvovu6cancftk2ahbsugu3hai