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The Cramer-Rao bound for initial conditions estimation of chaotic orbits

Authors
  • Eisencraft, Marcio
  • Baccala, Luiz Antonio
Publication Date
Jan 01, 2008
Source
Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
Keywords
Language
English
License
Unknown
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Abstract

We derive the Cramer-Rao Lower Bound (CRLB) for the estimation of initial conditions of noise-embedded orbits produced by general one-dimensional maps. We relate this bound`s asymptotic behavior to the attractor`s Lyapunov number and show numerical examples. These results pave the way for more suitable choices for the chaotic signal generator in some chaotic digital communication systems. (c) 2006 Published by Elsevier Ltd.

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