Reconstruction of chaotic signals using symbolic data |
| |
Authors: | X Z Tang E R Tracy A D Boozer A deBrauw Reggie Brown |
| |
Institution: | Physics Department, College of William and Mary, Williamsburg, VA 23185, USA |
| |
Abstract: | We discuss the reconstruction of dynamical systems from noisy time-series. In particular, we consider the use of the symbol statistics (coarse-grained signal data) as the target for reconstruction. The statistics of symbol sequences is relatively insensitive to moderate amounts of measurement noise (σ(noise)/σ(signal) ≈ 10–20%), while larger amounts produce a substantial bias. We show that it is possible to produce robust reconstructions even when σ(noise)/σ(signal) ≈ O(1). Our study shows that even at such high noise levels the procedure is convergent: i.e. the accuracy of parameter estimates is limited only by the amount of data and computer time available. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|