Filtering of nonlinear chaotic time-series with noise

被引：0

作者：

Salapaka, S ^{[1
]}

Dahleh, M ^{[1
]}

Giarre, L ^{[1
]}

机构：

[1] Univ Calif Santa Barbara, Dept Mech & Environm Engn, Santa Barbara, CA 93106 USA

来源：

PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 1997年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

It has been observed that when filtering chaotic time series using a linear Infinite Impulse Response filter, the Lyapunov dimension can become dependent on the contraction rates associated with filter dynamics. In this paper we obtain necessary and sufficient conditions which guarantee that the Lyapunov dimension remains unchanged in the presence of external disturbances that act on the filter. These conditions apply to a certain class of noise sequences, and ensure that the Lyapunov dimension of the attractor in the extended state space, consisting of the chaotic system, filter and noise, is the same as the dimension of the attractor in the chaotic system.

引用

页码：1669 / 1671

页数：3

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