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物理学报 2003
Adaptive predict-filter of chaotic time series constructed Based on the neighbourhood in the reconstructed phase space(Ⅰ) linear adaptive filter
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Abstract:
A kind of adaptive linear predict-filter of chaotic time series by neighbourhood in the reconstructed phase space is proposed. It can convert the time domain i nto the multi-dimensional vector domain, and predict the chaotic time series by linear filter. The result of computer simulation illustrates that the algorithm is effective in predicting some chaotic series and identifying the signal in the chaotic wave.