Reconstruction of chaotic signals using symbolic data

X. Z. Tang, E. R. Tracy, A. D. Boozer, A. deBrauw, Reggie Brown

Research output: Contribution to journalArticlepeer-review

18 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)393-398
Number of pages6
JournalPhysics Letters A
Volume190
Issue number5-6
DOIs
StatePublished - Aug 1 1994
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Physics and Astronomy(all)

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