Abstract
Traditional noise-filtering techniques are known to significantly alter features of chaotic data. In this paper, we present a noncausal topology-based filtering method for continuous-time dynamical systems that is effective in removing additive, uncorrelated noise from time-series data. Signal-to-noise ratios and Lyapunov exponent estimates are dramatically improved following the removal of the identified noisy points.
| Original language | English |
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| Pages (from-to) | 305-316 |
| Number of pages | 12 |
| Journal | Chaos |
| Volume | 14 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - Jun 2004 |