- Published 1997

We investigate two techniques for ltering signals from noisy nonlinear systems. Both the dynamics and the observed signals may be subject to noise. The rst technique is a modied Kalman lter which accounts for the noise-ampli cation properties of chaotic systems and has less tendency to diverge than the usual Kalman lter. The second is the noise-reduction algorithm of Hammel, based on the concept of shadowing from dynamical systems theory. 1

@inproceedings{Walker1997NoiseRO,
title={Noise Reduction of Chaotic Systems by Kalman Ltering and by Shadowing},
author={David M. Walker and Alistair I. Mees},
year={1997}
}