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首页> 外文期刊>IEEE Transactions on Automatic Control >Performance evaluation of EKF-based chaotic synchronization
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Performance evaluation of EKF-based chaotic synchronization

机译：基于EKF的混沌同步性能评估

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摘要

The performance of chaotic synchronization based on the extended Kalman filter (EKF) is investigated here. We first establish the relationship between the EKF-based synchronization method and two conventional synchronization method, drive-response and unidirectionally coupled methods. The performance of the EKF-based synchronization method in the presence of channel noise is then derived in terms of mean square error (MSE) between the drive and response systems for one-dimensional discrete-time systems. Compared with the optimal coupled synchronization method, the EKF-based synchronization method is shown to have the same MSE performance for chaotic systems with gradient square independent of the system states (Type-I systems). For chaotic systems with state-dependent gradient square (Type-II systems), the EKF-based method is found to have a smaller MSE. The averaged Cramer-Rao lower bound (CRLB) is introduced here as a performance measure. It is shown that the EKF-based method approaches the averaged CRLB for both Type-I and Type-II systems when noise level is low. Our theoretical results are verified by using Monte Carlo simulation on three popular one-dimensional chaotic systems.
机译：本文研究了基于扩展卡尔曼滤波（EKF）的混沌同步性能。首先，我们建立了基于EKF的同步方法与驱动响应和单向耦合两种常规同步方法之间的关系。然后，根据一维离散时间系统的驱动和响应系统之间的均方误差（MSE）推导出基于EKF的同步方法在存在信道噪声下的性能。与最优耦合同步方法相比，基于EKF的同步方法对于梯度平方与系统状态无关的混沌系统（I型系统）具有相同的MSE性能。对于具有状态相关梯度平方的混沌系统（II型系统），发现基于EKF的方法具有较小的MSE。此处引入平均 Cramer-Rao 下限 （CRLB） 作为性能度量。结果表明，当噪声水平较低时，基于EKF的方法接近I型和II型系统的平均CRLB。通过对三种流行的一维混沌系统进行蒙特卡罗模拟，验证了我们的理论结果。

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