Optimal inference with chaotic dynamics

Abstract

Nonlinear mappings that exhibit chaotic, seemingly random, evolution have appeal as models of dynamic systems. Their deterministic evolution, vis-a-vis Markov evolutions, results in much simpler optimal detection and estimation algorithms. The variation of a chaotic parameter (mu) results in diverse evolutions, suggesting a simple but rich source of model variations. For the specific mapping examined, this latter possibility is problematic due to the extreme sensitivity on mu of the evolution in the chaotic regime.