A chaotic time series identification method based on nonlinear adaptive IIR filters (Q2766039)
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scientific article; zbMATH DE number 1695298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A chaotic time series identification method based on nonlinear adaptive IIR filters |
scientific article; zbMATH DE number 1695298 |
Statements
21 May 2002
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system identification
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chaos
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nonlinear IIR filter
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adaptive gradient algorithm
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A chaotic time series identification method based on nonlinear adaptive IIR filters (English)
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The authors present an algorithm for identifying a chaotic time series based on a nonlinear adaptive infinite impulse response (IIR) filter. That is, they use a nonlinear sigmoid function for a linear IIR filter and, therefore, improve the tracking ability of the IIR filter. They use an adaptive gradient algorithm with independent variable steps to track the dynamic behavior of the system to be identified. They give two numerical examples to illustrate the effectiveness of their algorithm.
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