基于非线性约束的局部投影降噪

韩敏; 刘云侠

doi:10.3724/SP.J.1146.2007.01330

基于非线性约束的局部投影降噪

doi: 10.3724/SP.J.1146.2007.01330

韩敏,
刘云侠

基金项目:

国家自然科学基金 (60674073)，国家973计划项目(2006CB403405)和国家科技支撑计划项目(2006BAB14B05) 资助课题

计量
- 文章访问数: 3584
- HTML全文浏览量: 142
- PDF下载量: 974
- 被引次数: 0
出版历程
- 收稿日期: 2007-08-16
- 修回日期: 2008-01-21
- 刊出日期: 2009-02-19

Local Projection Noise Reduction Based on Nonlinear Constraints

摘要

摘要: 基于相空间重构理论，该文提出了一种改进的混沌时序降噪方法。首先利用递归图对实际观测的时间序列进行混沌特性分析，然后将非线性约束条件引入局部投影方法之中，并在局部邻域内进行奇异谱(SSA)分析，利用代表吸引子的主分量来重构时间序列。该算法克服了传统局部投影方法不能充分刻画系统内在非线性关系的问题，减小了重构误差，提高了系统的信噪比。通过对Lorenz模型和太阳黑子混沌时间序列进行仿真分析，证实了该文算法对实际观测混沌时序降噪的有效性。
- 混沌时间序列;局部投影;非线性约束;奇异谱分析;递归图
Abstract: An improved method is proposed for noise reduction of chaotic time series based on the reconstruction of phase space theory. Recursive map is firstly used for the chaos characteristics analysis of the time series observed, then the conditions of nonlinear constraints are introduced to the local projection method, and Singular Spectrum Analysis(SSA) is combined in the local neighborhood, which uses the main components representing the attractors to reconstruct the time series. The improved method raised in this paper overcomes the problems that the traditional local projection can not fully character the nonlinear relationship of system, reduces the deviation of the reconstruction, and improves the signal-to-noise ratio of the system. The chaotic time series generated by Lorenz model and sunspot time series are respectively applied to simulation analysis. The numerical experiment results confirm the effect of the method raised in this paper for noise reduction in the time series observed.

HTML全文

参考文献(1)

杨杰, 姜明启. 混沌研究方法在雷达海杂波分析中的应用[J].电子与信息学报.2001, 23(6):552-558浏览[2]邹恩, 李祥飞, 张泰山. 混沌与混沌应用. 计算机工程与应用,2002, 11(18): 53-56.Zou E, Li X F, and Zhang T S. Chaos and ChaoticApplication. Computer Engineering and Application, 2002,11(18): 53-56.[3]Alexander L F and Robin J E. Control of chaos: Methods andapplications in engineering[J].Annual Reviews in Control.2005,29(1):33-56[4]Kostelich E J and Thomas S. Noise reduction in chaotic timeseries data: A survey of common methods[J].Physical Review E.1993, 48(3):1752-1763[5]Farmer J D and Sidorowich J J. Optimal shadowing and noisereduction[J].Physica D.1991, 47(3):373-392[6]Urbanowicz K and Holyst J A. Noise reduction for flows usingnonlinear constraints. Acta Physica Polonica B, 2005, 36(9):2805-2820.[7]Murguia J S and Campos C E. Wavelet analysis of chaotictime series. Revista Mexicana De Fisica, 2006, 52(2):155-162.[8]潘泉, 孟晋丽, 张磊等. 小波滤波方法及应用[J].电子与信息学报.2007, 29(1):236-242浏览[9]Grassberger P, Hegger R, and Kantz H. On noise reductionmethods for chaotic data[J].Chaos.1993, 3(2):127-141[10]Hegger R, Kantz H, and Matassini L. Noise reduction forhuman speech signals by local projections in embeddingspaces[J].Circuits and Systems-I: Fundamental Theory andApplications.2001, 48(12):1454-1461[11]Norbert M and Jrgen K. Line structures in recurrence plots[J].Physics Letters A.2005, 336(4-5):349-357[12]George L and Xenophon M. The sunspot as an autonomousdynamical system: A model for the growth and decay phasesof sunspots[J].Physica A: Statistical Mechanics and ItsApplications.2007, 379(2):436-458

施引文献

资源附件(0)

访问统计