Differential evolution algorithm-based parameter estimation for chaotic systems

Bo Peng, Bo Liu, Fu-Yi Zhang and Ling Wang

Chaos, Solitons & Fractals, 2009, vol. 39, issue 5, 2110-2118

Abstract: Parameter estimation for chaotic systems is an important issue in nonlinear science and has attracted increasing interests from various research fields, which could be essentially formulated as a multidimensional optimization problem. As a novel evolutionary computation technique, differential evolution algorithm (DE) has attracted much attention and wide applications, owing to its simple concept, easy implementation and quick convergence. However, to the best of our knowledge, there is no published work on DE for estimating parameters of chaotic systems. In this paper, a DE approach is applied to estimate the parameters of Lorenz system. Numerical simulation and the comparisons demonstrate the effectiveness and robustness of DE. Moreover, the effect of population size on the optimization performances is investigated as well.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:39:y:2009:i:5:p:2110-2118

DOI: 10.1016/j.chaos.2007.06.084

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