Fig. 6

Parameter estimates for UKF. This example corresponds to initializing with parameters from the HOPF, SNIC, and HOMO regimes and attempting to correctly estimate those of the SNIC, HOMO, and HOPF regimes (left to right column, respectively). The blue curves are the estimates from the UKF, with ±2 standard deviations from the mean (based on the filter estimated covariance) shown in red. The gray lines indicate the true parameter values