摘要
基于奇异谱分析的基本思想 ,提出一种降低混沌信号中噪声的算法及一种基于噪声奇异谱特性的最佳重构阶次选择方法 .对一个混沌时间序列进行奇异谱分析 ,得到各主分量和经验正交函数 ,选择合适阶次重构信号 ,即可得到降噪后的混沌时间序列 .
A new algorithm based on singular spectrum analysis for de noising of chaotic time series was proposed. By carrying out the singular spectrum analysis on a chaotic time series, the principal components and empirical orthogonal functions were obtained. The de noised chaotic time series was reconstructed by choosing appropriate order of principal components and empirical orthogonal functions. The numerical results show the validity of this method.
出处
《上海交通大学学报》
EI
CAS
CSCD
北大核心
2003年第5期778-780,共3页
Journal of Shanghai Jiaotong University
基金
国家重点基础研究发展规划 (973 )项目(G19980 2 0 3 2 1)
关键词
奇异谱分析
混沌时间序列
降噪
singular spectrum analysis (SSA)
chaotic time series
de noise
