A Cross  Reference Method of System Modeling and Noise  Reduction for Nonlinear Time Series Analysis

YANG Lu  xi; CHEN Yang; HE Zhen  ya

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A Cross Reference Method of System Modeling and Noise Reduction for Nonlinear Time Series Analysis

更新时间：2025-12-08

- A Cross Reference Method of System Modeling and Noise Reduction for Nonlinear Time Series Analysis
- Acta Electronica Sinica Issue 10, Pages: 47-50(1999)
- 作者机构：
  
  东南大学无线电工程系!南京210096
- 作者简介：
- 基金信息：
- DOI：
  CLC： TN911.4
- Published：1999
- 稿件说明：
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[1]杨绿溪,陈阳,何振亚.非线性时间序列分析中系统建模和噪声抑制的交叉参考方法[J].电子学报,1999(10):47-50.

YANG Lu xi, CHEN Yang, HE Zhen ya. A Cross Reference Method of System Modeling and Noise Reduction for Nonlinear Time Series Analysis[J]. Acta Electronica Sinica, 1999, (10): 47-50.
[1]杨绿溪,陈阳,何振亚.非线性时间序列分析中系统建模和噪声抑制的交叉参考方法[J].电子学报,1999(10):47-50. DOI：

YANG Lu xi, CHEN Yang, HE Zhen ya. A Cross Reference Method of System Modeling and Noise Reduction for Nonlinear Time Series Analysis[J]. Acta Electronica Sinica, 1999, (10): 47-50. DOI：

摘要

本文将复杂非线性时间序列分析中的系统建模（或参数估计）与噪声抑制这两个通常是分别或顺序完成的任务进行综合处理，提出一种交叉参考的统一框架，通过各自迭代算法中的交叉参考和积极作用改善性能．基于这一框架，建立了一个用于混沌时间序列分析的交叉参考迭代算法，仿真结果表明了该方法对性能的显著改善．根据不同的优化准则，还可获得各种变型算法

Abstract

In this paper

we propose a cross reference method of nonlinear time series analyzing.It combines the tasks of system modeling

parameter estimation and noise reduction that were usually performed separately before.Because of the positive interaction between the iterative algorithms for each task

improved prerformance can be obtained.We also develop an iterative cross reference algorithm for chaotic time series analysis based on this method.Simulations show improved results.By selecting different criteria

variations of the algorithm can be obtained.

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