In this paper, we propose a cross reference method for nonlinear time series analyzing in semi blind case, that is, the dynamic equations modeling the time series are known but the corresponding parameters are not. ...In this paper, we propose a cross reference method for nonlinear time series analyzing in semi blind case, that is, the dynamic equations modeling the time series are known but the corresponding parameters are not. The tasks of noise reduction and parameter estimation which were fulfilled separately before are combined iteratively. With the positive interaction between the two processing modules, the method is somewhat superior. Some prior work can be viewed as special cases of this general framework. The simulations for noise reduction and parameter estimation of contaminated chaotic time series show improved performance of our method compared with previous work.展开更多
文摘In this paper, we propose a cross reference method for nonlinear time series analyzing in semi blind case, that is, the dynamic equations modeling the time series are known but the corresponding parameters are not. The tasks of noise reduction and parameter estimation which were fulfilled separately before are combined iteratively. With the positive interaction between the two processing modules, the method is somewhat superior. Some prior work can be viewed as special cases of this general framework. The simulations for noise reduction and parameter estimation of contaminated chaotic time series show improved performance of our method compared with previous work.
