Title :
A generalized Volterra series method for reconstructing deterministic dynamics from noisy chaotic time series
Author :
Pei, W.J. ; He, Z.Y. ; Yang, LX ; Song, A.G. ; Hull, S.S. ; Cheung, J.Y.
Author_Institution :
Dept. of Radio Eng., Southeast Univ., Nanjing, China
Abstract :
Many problems such as over-fitting and subset selection are introduced in the standard Volterra model (SVM) in reconstructing deterministic dynamics from noisy chaotic time series. An optimal transformed Volterra filtering (OTVF) with only a small number of Volterra terms able to reconstruct the underlying determinism was presented.
Keywords :
Volterra series; chaos; filtering theory; random noise; signal reconstruction; time series; deterministic dynamics reconstruction; generalized Volterra series method; noisy chaotic time series; optimal transformed Volterra filtering; Chaos; Equations; Expectation-maximization algorithms; Filtering; Helium; Noise measurement; Noise reduction; Signal sampling; Support vector machines; Time measurement;
Conference_Titel :
Circuits and Systems, 2002. APCCAS '02. 2002 Asia-Pacific Conference on
Print_ISBN :
0-7803-7690-0
DOI :
10.1109/APCCAS.2002.1115318
