Removing the Noise from Chaos Plus Noise

@inproceedings{Lalley2001RemovingTN,
  title={Removing the Noise from Chaos Plus Noise},
  author={Steven P. Lalley},
  year={2001}
}
The problem of extracting a “signal” xn generated by a dynamical system from a times series yn = xn + en, where en is an observational error, is considered. It is shown that consistent signal extraction is impossible when the errors are distributed according to a density with unbounded support and the underlying dynamical system admits homoclinic pairs. It is also shown that consistent signal extraction is possible when the errors are uniformly bounded by a suitable constant and when the… CONTINUE READING
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