Exact Filtering of Measurement Errors in Dynamical Systems
Authors
Wingard, Christopher
Issue Date
2009
Type
Thesis
Language
Keywords
chaos theory , filtering measurement errors , lorenz system , math , nonlinear dynamical systems , ordinary differential equation
Alternative Title
Abstract
Measurements of values in dynamical systems are often incomplete or accompanied by error. Incomplete measurements occur when not all of the relevant quantities in the system are measured. We provide a technique which recovers the full state of a dynamical system given an incomplete measurement. One type of error we consider is constant shifting, caused by systematic bias in the measuring device. Two other types of measuring device errors are amplification and attenuation, both of which result in a constant multiplicative rescaling of a measurement. Lastly, we consider periodic noise, which occurs when a measured signal is obscured by another signal. For each kind of error, we provide a filtering method which recovers the full state of the dynamical system.
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In Copyright(All Rights Reserved)