Estimating Chaos using the Extended Kalman Filter
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Estimating Chaos using the Extended Kalman Filter

Estimating Chaos using the Extended Kalman Filter

Description:

Published: September 21, 2018 0 0 68
By: Greg Kommel, California State Polytechnic University-Pomona
Category: Math & Physics
Hashtags: #appliedmathematics #Matlab #Visualization

In this paper, we consider the Lorenz Equations, a system of ordinary differential equations that exhibits chaotic solutions. We utilize the Kalman Filter and the Extended Kalman Filter to optimally estimate and update the state and parameters of the system continuously as new information becomes available. We then compare our results and discuss the performance of each filter.