Linear Filters and Non-linear Systems

Broomhead, D. S. and Huke, J. and Muldoon, M. R. (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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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 2010, the AMS's Mathematics Subject Classification > 37 Dynamical systems and ergodic theory MSC 2010, the AMS's Mathematics Subject Classification > 94 Information and communication, circuits
Depositing User:	Dr Mark Muldoon
Date Deposited:	14 Nov 2005
Last Modified:	20 Oct 2017 14:12
URI:	https://eprints.maths.manchester.ac.uk/id/eprint/7

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