Reconstruction of the Lorenz and Chen Systems with Noisy Observations

This paper investigates the reconstruction problem for the Lorenz and Chen systems using noisy observation data. Both theoretical and numerical results show that the relatively accurate reconstruction of these two chaotic systems can be obtained under the condition of small random disturbance to the observations. These results also show that the model reconstruction accuracy can be enhanced by increasing the complexity of the underlying dynamical system. © 2003 Elsevier Ltd. All rights reserved.