LINEAR FILTERS AND NONLINEAR-SYSTEMS

被引：0

作者：

BROOMHEAD, DS ^{[1
]}

HUKE, JP ^{[1
]}

MULDOON, MR ^{[1
]}

机构：

[1] UNIV WARWICK,COVENTRY CV4 7AL,W MIDLANDS,ENGLAND

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1992年 / 54卷 / 02期

关键词：

CHAOS; EMBEDDINGS; FRACTAL DIMENSIONS; LINEAR FILTERS;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It has been asserted in the literature that the low pass filtering of time series data may lead to erroneous results when calculating attractor dimensions. Here we prove that finite order, non-recursive filters do not have this effect. In fact, a generic, finite order, non-recursive filter leaves invariant all the quantities that can be estimated by using embedding techniques such as the method of delays.

引用

页码：373 / 382

页数：10

共 50 条

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