1992
DOI: 10.1111/j.2517-6161.1992.tb01887.x
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Linear Filters and Non-Linear Systems

Abstract: It has been asserted in the literature that the low pass filtering of time series data may lead to erroneous results when calculating attractor dimensions. Here we prove that finite order, non-recursive filters do not have this effect. In fact, a generic, finite order, non-recursive filter leaves invariant all the quantities that can be estimated by using embedding techniques such as the method of delays.

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Cited by 69 publications
(55 citation statements)
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“…Some investigators (Badii and Politi 1986;Badii et al 1988) have predicted an increase in dimension with cutoff frequency, related to the Lyapunov exponent spectrum of the attractor and due to the fact that the filter adds a state variable to the system dynamics. Other work (Mitschke 1990;Broomhead et al 1992) postulated that changes in dimension are due to corruption of the phase structure of the data, and that a linear-phase filter (FIR filter or forward-reverse filtering) would not affect the dimension. Our result is more difficult to interpret.…”
Section: Filteringmentioning
confidence: 98%
“…Some investigators (Badii and Politi 1986;Badii et al 1988) have predicted an increase in dimension with cutoff frequency, related to the Lyapunov exponent spectrum of the attractor and due to the fact that the filter adds a state variable to the system dynamics. Other work (Mitschke 1990;Broomhead et al 1992) postulated that changes in dimension are due to corruption of the phase structure of the data, and that a linear-phase filter (FIR filter or forward-reverse filtering) would not affect the dimension. Our result is more difficult to interpret.…”
Section: Filteringmentioning
confidence: 98%
“…After these preprocessing procedures were completed, each data set was analyzed to test whether the preprocessing had altered the underlying dynamics. [57][58][59][60][61][62] This was done by statistically testing for the continuity and differentiability between the original and preprocessed data embedding, as described in Section VI.…”
Section: A Preprocessingmentioning
confidence: 99%
“…Here again, care must be taken in choosing the smoothing filters to make sure that the filtering does not affect the underlying dynamics of the system which produced the time series. [57][58][59][60][61][62] We used two kinds of filtering to reduce the effect of experimental noise. In the first method, we used a smoothing filter of the form x (n)ϭ ͚ iϭ1 3 a i x(nϩiϪ2) with a i ϭ1/3 to smooth the raw clutter data.…”
Section: B Filteringmentioning
confidence: 99%
“…Quantities obtained using embedding techniques, in particular the correlation dimension d, remain invariant when such filters are applied to large noiseless data series [28], i.e. in the conditions of Takens theorem.…”
Section: The -Signals To Be Analysed Processed Versus Non-processed mentioning
confidence: 99%