Noise reduction schemes for chaotic time series

DOI10.1016/S0167-2789(05)80005-3zbMath0888.58032MaRDI QIDQ1341000

Michael E. Davies

Publication date: 21 December 1994

Published in: Physica D (Search for Journal in Brave)

zbMATH Keywords

chaotic time series; noise reduction

Mathematics Subject Classification ID

37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior

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A SMOOTHING ALGORITHM FOR NONLINEAR TIME SERIES, Indistinguishable states. I: Pefect model scenario., Denoising signals corrupted by chaotic noise, Noise robust estimates of the largest Lyapunov exponent, Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise, Nonlinear state estimation, indistinguishable states, and the extended Kalman filter, Gradient free descent: Shadowing, and state estimation using limited derivative information, Chaos control in a nonlinear pendulum using a semi-continuous method, Error covariance matrix estimation of noisy and dynamically coupled time series, On the overestimation of the correlation dimension., Beneath the noise, chaos, Fitting model equations to time series using chaos synchronization, Nonlinear noise reduction through Monte Carlo sampling, Practical implementation of nonlinear time series methods: The <scp>TISEAN</scp> package, Topology-based denoising of chaos

Cites Work

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