Application of Kalman filter to chaotic prediction of sunspots

This paper aims at modeling the chaotic behavior based on Kalman filter. First, define typical chaotic equations as reference system equations which show similar features with those of the observed time series. Then approximate the system characteristics to general system equations using Kalman filtering and reconstruct attractors in phase spaces. We take the sunspot chaotic system as an example. Simulation results show that this method can identify the parameters of chaotic system effectively and construct a model which follows the Lyapunov uniform stability. The prediction of sunspot time series can result in a high precision.