Performance evaluation of EKF-based chaotic synchronization

The performance of chaotic synchronization based on the extended Kalman filter (EKF) is investigated here. We first establish the relationship between the EKF-based synchronization method and two conventional synchronization method, drive-response and unidirectionally coupled methods. The performance of the EKF-based synchronization method in the presence of channel noise is then derived in terms of mean square error (MSE) between the drive and response systems for one-dimensional discrete-time systems. Compared with the optimal coupled synchronization method, the EKF-based synchronization method is shown to have the same MSE performance for chaotic systems with gradient square independent of the system states (Type-I systems). For chaotic systems with state-dependent gradient square (Type-II systems), the EKF-based method is found to have a smaller MSE. The averaged Cramer-Rao lower bound (CRLB) is introduced here as a performance measure. It is shown that the EKF-based method approaches the averaged CRLB for both Type-I and Type-II systems when noise level is low. Our theoretical results are verified by using Monte Carlo simulation on three popular one-dimensional chaotic systems.