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 -