Abstract
We consider a discrete time deterministic chaotic dynamical system, x n+1 = τ(xn), where τ is a nonlinear map of the unit interval into itself. We assume that T is piecewise expanding and piecewise C2. The effects of noise contamination are modeled by x n+1 = τ(xn) + ξn, where ξn is an independent random variable with small noise amplitude. A new statistical method is presented for filtering τ and estimating the metric entropy of τ from observed noisy data.
Original language | English (US) |
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Pages (from-to) | 3989-3994 |
Number of pages | 6 |
Journal | International Journal of Bifurcation and Chaos in Applied Sciences and Engineering |
Volume | 14 |
Issue number | 11 |
DOIs | |
State | Published - Nov 2004 |
All Science Journal Classification (ASJC) codes
- Modeling and Simulation
- Engineering (miscellaneous)
- General
- Applied Mathematics