Noise Reduction of Chaotic Systems by Kalman Ltering and by Shadowing

Abstract

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

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Cite this paper

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