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Abstract This article studies two particular algorithms, a relaxation least squares algorithm and a relaxation Newton iteration scheme, for reconstructing unknown parameters in dissipative dynamical systems. Both algorithms are based on a continuous data assimilation (CDA) algorithm for state reconstruction of Azouaniet al(2014J. Nonlinear Sci.24277–304). Due to the CDA origins of these parameter recovery algorithms, these schemes provide on-the-fly reconstruction, that is, as data is collected, of unknown state and parameters simultaneously. It is shown how both algorithms give way to a robust general framework for simultaneous state and parameter estimation. In particular, we develop a general theory, applicable to a large class of dissipative dynamical systems, which identifies structural and algorithmic conditions under which the proposed algorithms achieve reconstruction of the true parameters. The algorithms are implemented on a high-dimensional two-layer Lorenz 96 model, where the theoretical conditions of the general framework are explicitly verifiable. They are also implemented on the two-dimensional Rayleigh–Bénard convection system to demonstrate the applicability of the algorithms beyond the finite-dimensional setting. In each case, systematic numerical experiments are carried out probing the efficacy of the proposed algorithms, in addition to the apparent benefits and drawbacks between them.
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Dynamically learning the parameters of a chaotic system using partial observations
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 supply a rigorous analytical proof that guarantees the convergence of this algorithm to the true parameter values when the system in question is the classic three-dimensional Lorenz system. Such a result appears to be the first of its kind for dynamical parameter estimation of nonlinear systems. Computationally, we demonstrate the efficacy of this algorithm on the Lorenz system by recovering any proper subset of the three non-dimensional parameters of the system, so long as a corresponding subset of the state is observable. We moreover probe the limitations of the algorithm by identifying dynamical regimes under which certain parameters cannot be effectively inferred having only observed certain state variables. In such cases, modifications to the algorithm are proposed that ultimately result in recovery of the parameter. Lastly, computational evidence is provided that supports the efficacy of the algorithm well beyond the hypotheses specified by the theorem, including in the presence of noisy observations, stochastic forcing, and the case where the observations are discrete and sparse in time.
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- PAR ID:
- 10343880
- Date Published:
- Journal Name:
- Discrete and Continuous Dynamical Systems
- Volume:
- 42
- Issue:
- 8
- ISSN:
- 1078-0947
- Page Range / eLocation ID:
- 3809
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.3934/dcds.2022033
