An algorithm based on the data-adaptive filtering characteristics of singular spectrum analysis (SSA) is proposed to denoise chaotic data. Firstly, the empirical orthogonal functions (EOFs) and principal components (P...An algorithm based on the data-adaptive filtering characteristics of singular spectrum analysis (SSA) is proposed to denoise chaotic data. Firstly, the empirical orthogonal functions (EOFs) and principal components (PCs) of the signal were calculated, reconstruct the signal using the EOFs and PCs, and choose the optimal reconstructing order based on sigular spectrum to obtain the denoised signal. The noise of the signal can influence the calculating precision of maximal Liapunov exponents. The proposed denoising algorithm was applied to the maximal Liapunov exponents calculations of two chaotic system, Henon map and Logistic map. Some numerical results show that this denoising algorithm could improve the calculating precision of maximal Liapunov exponent.展开更多
Based on the variations of wavelet transform modulus maxima at multi-scales, the singularity of chaotic signals are studied, and the singularity of these signals are measured by the Lipschitz exponent.In the meantime,...Based on the variations of wavelet transform modulus maxima at multi-scales, the singularity of chaotic signals are studied, and the singularity of these signals are measured by the Lipschitz exponent.In the meantime, a nonlinear method is proposed based on the higher order statistics, on the other aspect, which characterizes the higher order singular spectrum (HOSS) of chaotic signals. All computations are done with Lorenz attractor, Rossler attractor and EEG(electroencephalogram) time series and the comparisions among these results are made. The experimental results show that the Lipschitz exponents and the higher order singular spectra of these signals are significantly different from each other, which indicates these methods are effective for studing the singularity of chaotic signals.展开更多
文摘An algorithm based on the data-adaptive filtering characteristics of singular spectrum analysis (SSA) is proposed to denoise chaotic data. Firstly, the empirical orthogonal functions (EOFs) and principal components (PCs) of the signal were calculated, reconstruct the signal using the EOFs and PCs, and choose the optimal reconstructing order based on sigular spectrum to obtain the denoised signal. The noise of the signal can influence the calculating precision of maximal Liapunov exponents. The proposed denoising algorithm was applied to the maximal Liapunov exponents calculations of two chaotic system, Henon map and Logistic map. Some numerical results show that this denoising algorithm could improve the calculating precision of maximal Liapunov exponent.
基金Science Foundation of Educational Commission of Fujian Province of China (Grant NO:JAO04238)
文摘Based on the variations of wavelet transform modulus maxima at multi-scales, the singularity of chaotic signals are studied, and the singularity of these signals are measured by the Lipschitz exponent.In the meantime, a nonlinear method is proposed based on the higher order statistics, on the other aspect, which characterizes the higher order singular spectrum (HOSS) of chaotic signals. All computations are done with Lorenz attractor, Rossler attractor and EEG(electroencephalogram) time series and the comparisions among these results are made. The experimental results show that the Lipschitz exponents and the higher order singular spectra of these signals are significantly different from each other, which indicates these methods are effective for studing the singularity of chaotic signals.
