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Reconstructing attractors from filtered time series

✍ Scribed by M.E. Davies

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
694 KB
Volume
101
Category
Article
ISSN
0167-2789

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✦ Synopsis

In this paper we investigate the criteria necessary to reconstruct an attractor from a time series that has been passed through an IIR filter. To guarantee that the whole of the attractor is reconstructed requires uniform bounds on the contraction rate of the dynamics. However, we show that if we use a condition that is only based on the average contraction rates (the Lyapunov exponents) then a set of high probability can still be reconstructed. We argue that in practice this is all that is necessary.

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