Chaos system filter on state-space model and EKF

At present, chaos system is currently a hot subject of research in nonlinear system. The state estimation and system trace of chaos system are important in chaos control, but the existing algorithm can´t adapt the characteristic of chaos system, quite sensitivity to initial condition and long-term unpredictability. A filter applying to chaos system is proposed on chaos system state space theory and EKF theory, and the states of chaos system are forecasted and estimated on the proposed filtering algorithm. At last, it takes Lorenz system for example, founds the state-space model of Lorenz system and effectively estimated to the three attractor of Lorenz system through the proposed filtering algorithm. Simulation results on MATLAB show the proposed filtering algorithm is a effective method to estimate parameters of chaos system and filter.