Alpha-Stable Autoregressive Modeling of Chua's Circuit in the Presence of Heavy-Tailed Noise

This study presents alpha-stable autoregressive (AR) modeling of the dynamics Chua's circuit in presence heavy-tailed noise. The parameters AR time series are estimated using covariation-based Yule-Walker method, and distributed residuals calculated regression type method. Visual depictions model distributions presented. medians presented for noise with various stability index parameters. Thus, impulsive behavior can be modeled as series, provide an alternative approach to describe chaotic systems driven by