Adaptive predict-filter of chaotic time series constructed Based on the neighbourhood in the reconstructed phase space (II) nonlinear adaptive filter

作者：Gan, JC^*; Xiao, XC

来源：Acta Physica Sinica, 2003, 52(5): 1102-1107.

• chaotic time series
• reconstructed vector
• nonlinear adaptive prediction
• the minimum square root error criterion

A kind of adaptive nonlinear predict-filter of chaotic time series using the neighbourhood in the reconstructed phase space the minimum square-root-error criterion and the steepest descent principle is proposed. It can convert the time domain into the multi-dimensional vector domain, and predict chaotic time series by nonlinear filter. The result of computer simulation illustrates that the algorithm is available to predict some chaotic series and anti-noise.

• 出版日期2003-5
• 单位电子科技大学