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Topology-based signal separation
V Robins1, N Rooney, E Bradley
1Department of Applied Mathematics, Research School of Physical Sciences and Engineering, The Australian National University, Canberra, ACT 0200 Australia.
Abstract:
Traditional noise-filtering techniques are known to significantly alter features of chaotic data. In this paper, we present a noncausal topology-based filtering method for continuous-time dynamical systems that is effective in removing additive, uncorrelated noise from time-series data. Signal-to-noise ratios and Lyapunov exponent estimates are dramatically improved following the removal of the identified noisy points.
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