Abstract
It has been observed that when filtering chaotic time series using a linear Infinite Impulse Response filter, the Lyapunov dimension can become dependent on the contraction rates associated with filter dynamics. In this paper we obtain necessary and sufficient conditions which guarantee that the Lyapunov dimension remains unchanged in the presence of external disturbances that act on the filter. These conditions apply to a certain class of noise sequences, and ensure that the Lyapunov dimension of the attractor in the extended state space, consisting of the chaotic system, filter and noise, is the same as the dimension of the attractor in the chaotic system.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1669-1671 |
| Number of pages | 3 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 2 |
| State | Published - 1997 |
| Externally published | Yes |
| Event | Proceedings of the 1997 36th IEEE Conference on Decision and Control. Part 1 (of 5) - San Diego, CA, USA Duration: Dec 10 1997 → Dec 12 1997 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization