The current trend in the statistical analysis of chaos shows certain gaps particularly regarding the engineering applications. This paper, which is a sequel of previous publications from the authors [1-5], develops an application of the cumulant approach to the analysis of the covariance properties of chaotic signals. A general approach for the analysis of two-moment cumulants is considered, particular emphasis is made in the covariance function and the third order cumulant behavior. The cumulant functions of the Lorenz and Chua strange attractors are considered as examples.
In recent years, the application of nonlinear filtering for processing chaotic signals has become relevant. A common factor in all nonlinear filtering algorithms is that they operate in an instantaneous fashion, that is, at each cycle, a one moment of time magnitude of the signal of interest is processed. This operation regime yields good performance metrics, in terms of mean squared error (MSE) when the signal-to-noise ratio (SNR) is greater than one and shows moderate degradation for SNR values no smaller than À3 dB. Many practical applications require detection for smaller SNR values (weak signals). This chapter presents the theoretical tools and developments that allow nonlinear filtering of weak chaotic signals, avoiding the degradation of the MSE when the SNR is rather small. The innovation introduced through this approach is that the nonlinear filtering becomes multimoment, that is, the influence of more than one moment of time magnitudes is involved in the processing. Some other approaches are also presented.
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