| 混沌时间序列的双线性自适应预测 |
| |
| 引用本文： | 赵海全,张家树.混沌时间序列的双线性自适应预测[J].西南交通大学学报,2004,39(4):490-493. |
| |
| 作者姓名： | 赵海全 张家树 |
| |
| 作者单位： | 1. 西南交通大学峨眉校区,四川,峨眉山,614202
2. 西南交通大学计算机与通信工程学院,四川,成都,610031 |
| |
| 基金项目： | 国家自然科学基金资助项目(60272096)
西南交通大学基础科学研究基金的资助 (2 0 0 1B0 8) |
| |
| 摘 要： | 基于混沌动力系统相空间的延迟坐标重构和双线性表达式，设计了预测混沌时间序列的双线性自适应预测滤波器．对2种低维混沌序列的预测实验表明，采用双线性自适应滤波器的预测收敛速度快，处理约50个样本时即已收敛，预测相对误差小于0．001．
|
| 关 键 词： | 混沌时间序列 滤波器 混沌动力系统 双线性自适应预测 收敛速度 |
| 文章编号： | 0258-2724(2004)04-0490-04 |
Prediction of Chaotic Time Series Using Bilinear Adaptive Filter |
| |
| ZHAO Hai-quan,ZHANG Jia-shu.Prediction of Chaotic Time Series Using Bilinear Adaptive Filter[J].Journal of Southwest Jiaotong University,2004,39(4):490-493. |
| |
| Authors: | ZHAO Hai-quan ZHANG Jia-shu |
| |
| Institution: | ZHAO Hai-quan~1,ZHANG Jia-shu~2 |
| |
| Abstract: | Based on the delay-coordinate reconstruction and bilinear expressions in the phase space of a chaotic system, a bilinear adaptive filter was designed to predict low-dimensional chaotic time series. Experiments conducted on two examples of low-dimensional chaotic series show that, using the bilinear adaptive filter, the prediction process converges after about 50 samples are processed and the relative prediction error is less than 0.001. |
| |
| Keywords: | chaos time series bilinear prediction filters |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
