Description:

In this project we study a chaotic Lorenz system:  a deterministic system that exhibits an aperiodic asymptotic behavior that is sensitive to the initial conditions. Extended Kalman filter (EKF), a modified method of the Kalman filter for nonlinear systems, is used to estimate the states of the chaotic Lorenz system from noisy dynamics. Moreover, we discuss the augmented problem of estimating the parameters of the Lorenz system. 

Tools: MATLAB, C++