Filtering of nonlinear chaotic time-series with noise

Author

Salapaka, S. ; Dahleh, M. ; Giarré, L.

Author_Institution

Dept. of Mech. & Environ. Eng., California Univ., Santa Barbara, CA, USA

Volume

2

fYear

1997

fDate

10-12 Dec 1997

Firstpage

1669

Abstract

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

Keywords

IIR filters; Lyapunov methods; chaos; filtering theory; noise; state-space methods; time series; Lyapunov dimension; attractor; chaotic system; linear infinite impulse response filter; necessary condition; noise sequences; nonlinear chaotic time series; state space; sufficient condition; Chaos; Filtering; Finite impulse response filter; IIR filters; Nonlinear filters; Signal processing; State-space methods; Sufficient conditions; Time factors; Working environment noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1997., Proceedings of the 36th IEEE Conference on

Conference_Location

San Diego, CA

ISSN

0191-2216

Print_ISBN

0-7803-4187-2

Type

conf

DOI

10.1109/CDC.1997.657758

Filename

657758