Title :
A novel adaptive filter algorithm for tracking of chaotic time series
Author :
Mengüç, Engin Cemal ; Acir, Nurettin
Author_Institution :
Elektrik-Elektron. Muhendisligi Bolumu, Nigde Univ., Turkey
Abstract :
In this study, a novel tracking filter algorithm is proposed satisfying stability in the sense of Lyapunov and is performed which is independent of statistical properties of input. The robustness of the proposed filter is presented by using two benchmark chaotic time series found in the literature. The proposed filter is compared with well known classical filters and performed in a high performance.
Keywords :
Lyapunov methods; adaptive filters; time series; Lyapunov methods; adaptive filter algorithm; benchmark chaotic time series; statistical properties; tracking filter algorithm; Adaptive filters; Conferences; Filtering algorithms; Least squares approximation; Signal processing algorithms; Signal to noise ratio;
Conference_Titel :
Signal Processing and Communications Applications (SIU), 2011 IEEE 19th Conference on
Conference_Location :
Antalya
Print_ISBN :
978-1-4577-0462-8
Electronic_ISBN :
978-1-4577-0461-1
DOI :
10.1109/SIU.2011.5929694
