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Proceedings Paper

Filtering chaotic time series
Author(s): Michael E. Davies
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Paper Abstract

We consider the relationship between modelling dynamics with a nonlinear function approximation and the application of a noise reduction algorithm. Filtering the data with such an algorithm is then shown to provide a better deterministic model for the data than an ordinary least squares estimate.

Paper Details

Date Published: 28 October 1994
PDF: 9 pages
Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); doi: 10.1117/12.190842
Show Author Affiliations
Michael E. Davies, Univ. College London (United Kingdom)


Published in SPIE Proceedings Vol. 2296:
Advanced Signal Processing: Algorithms, Architectures, and Implementations V
Franklin T. Luk, Editor(s)

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