TY - JOUR

T1 - Reconstruction of chaotic signals using symbolic data

AU - Tang, X. Z.

AU - Tracy, E. R.

AU - Boozer, A. D.

AU - deBrauw, A.

AU - Brown, Reggie

N1 - Copyright:
Copyright 2014 Elsevier B.V., All rights reserved.

PY - 1994/8/1

Y1 - 1994/8/1

N2 - 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.

AB - 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.

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U2 - 10.1016/0375-9601(94)90721-8

DO - 10.1016/0375-9601(94)90721-8

M3 - Article

AN - SCOPUS:0007544923

VL - 190

SP - 393

EP - 398

JO - Physics Letters, Section A: General, Atomic and Solid State Physics

JF - Physics Letters, Section A: General, Atomic and Solid State Physics

SN - 0375-9601

IS - 5-6

ER -