• DocumentCode
    2605496
  • 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
  • Volume
    2
  • fYear
    2002
  • fDate
    2002
  • Firstpage
    491
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Circuits and Systems, 2002. APCCAS '02. 2002 Asia-Pacific Conference on
  • Print_ISBN
    0-7803-7690-0
  • Type

    conf

  • DOI
    10.1109/APCCAS.2002.1115318
  • Filename
    1115318