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2005.5: Linear Filters and Non-linear Systems

2005.5: D. S. Broomhead, J. Huke and M. R. Muldoon (1992) Linear Filters and Non-linear Systems. Journal of the Royal Statistical Society. Series B, 54 (2). pp. 373-382. ISSN 1369-7412

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Official URL: http://www.jstor.org/stable/2346133

Abstract

It has been asserted in the literature that the low pass filtering of time series data may lead to erroneous results when calculating attractor dimensions. Here we prove that finite order, non-recursive filters do not have this effect. In fact, a generic, finite order, non-recursive filter leaves invariant all the quantities that can be estimated by using embedding techniques such as the method of delays.

Item Type:Article
Uncontrolled Keywords:Chaos, Embedding, Fractal Dimensions, Linear Filters
Subjects:MSC 2000 > 37 Dynamical systems and ergodic theory
MSC 2000 > 94 Information and communication, circuits
MIMS number:2005.5
Deposited By:Dr Mark Muldoon
Deposited On:14 November 2005

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