Detecting Chaotic Signals with Nonlinear Models

In this thesis we apply chaotic dynamic data analysis to the area of discrete time signal processing. A newly developed Hidden Filter Hidden Markov Model is introduced in detection of chaotic signals. Numerical experiments have verified that this novel nonlinear model outperforms linear AR model in detecting chaotic signals buried by noise having similar power spectra. A simple Histogram Model is proposed which can also be used to do detection on the data sets with chaotic behavior. Receiver Operating Characteristics for a variety of noise levels and model classes are reported.

Identiferoai:union.ndltd.org:pdx.edu/oai:pdxscholar.library.pdx.edu:open_access_etds-5635
Date08 July 1993
CreatorsCai, Qin
PublisherPDXScholar
Source SetsPortland State University
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceDissertations and Theses

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