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基于相空间邻域的混沌时间序列自适应预测滤波器(Ⅱ)非线性自适应滤波
Adaptive predict-filter of chaotic time series constructed Based on the neighbourhood in the reconstructed phase space (Ⅱ)nonlinear adaptive filter
【摘要】 根据相空间重构理论、最小均方误差准则和最陡下降原理 ,提出了一种基于相空间邻域的非线性自适应滤波算法 .实验结果表明 :这种非线性自适应预测滤波器能够有效预测一些混沌序列 ,在某种程度上具有抗噪声的能力
【Abstract】 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.
【关键词】 混沌时间序列;
重构矢量;
最小均方误差准则;
非线性自适应预测;
【Key words】 chaotic time series; reconstructed vector; nonlinear adaptive prediction; the minimum square root error criterion;
【Key words】 chaotic time series; reconstructed vector; nonlinear adaptive prediction; the minimum square root error criterion;
【基金】 国防预研基金 (批准号 :5 14 35 0 5 0 10 1DZ0 2 0 3)资助的课题~~
- 【文献出处】 物理学报 ,Acta Physica Sinica , 编辑部邮箱 ,2003年05期
- 【分类号】O415.5
- 【被引频次】45
- 【下载频次】338