descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1992 English Publisher:Oxford University Press (OUP)Journal:Journal of the Royal Statistical Society Series B: Statistical Methodology, volume 54, pages 373-382 (issn: 1369-7412, eissn: 1467-9868,

Authors: Mark Muldoon; David S. Broomhead; J. P. Huke;

doi: 10.1111/j.2517-6161.1992.tb01887.x

Linear Filters and Non-Linear Systems

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Abstract

SUMMARY It has been asserted in the literature that the low pass filtering of time series data may lead to erroneous results when calculating attractor dimensions. Here we prove that finite order, non-recursive filters do not have this effect. In fact, a generic, finite order, non-recursive filter leaves invariant all the quantities that can be estimated by using embedding techniques such as the method of delays.

Related Organizations

University of Warwick
United Kingdom

Keywords

low pass filtering, fractal dimensions, embedding techniques, Signal detection and filtering (aspects of stochastic processes)

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