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

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.