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Topology-based Signal Separation

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Robins, Vanessa
Rooney, Niall
Bradley, Elizabeth

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American Institute of Physics (AIP)

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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Chaos An Interdisciplinary Journal of Nonlinear Science

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