Given a set of experimental or numerical chaotic data and a set of mod
el differential equations with several parameters, is it possible to d
etermine the numerical values for these parameters using a least-squar
es approach, and thereby to test the model against the data? We explor
e this question (a) with simulated data from model equations for the R
ossler, Lorenz, and pendulum attractors, and (b) with experimental dat
a produced by a physical chaotic pendulum. For the systems considered
in this paper, the least-squares approach provides values of model par
ameters that agree well with values obtained in other ways, even in th
e presence of modest amounts of added noise. For experimental data, th
e ''fitted'' and experimental attractors are found to have the same co
rrelation dimension and the same positive Lyapunov exponent. (C) 1996
American Institute of Physics.