FILTERING METHOD OF NON-LINEAR DYNAMICS SIGNAL

摘要

PURPOSE: A filtering method for signals of a nonlinear dynamic system is provided to easily implement a generalized iterative noise reduction scheme with respect to a chaotic signal in which noises are mixed. CONSTITUTION: A value of an observed signal formed of a non-noise signal and a noise signal is set as an initial value of an enhanced signal(S1). A signal which minimizes a closeness between the enhanced signal and the observed signal and a cost function related to an activity of the system is estimated as an intermediate enhanced signal(S2). A value of the enhanced signal is updated by adding the value of the enhanced signal and a value obtained by subtracting the intermediate enhances signal from the value of the enhanced signal and multiplying a resultant value with a weight(S3). S2 and S3 are repeatedly performed until the value of the updated enhanced signal is convergence to the value of the non-noise signal. A constrained optimization method is used for removing the noises.