中国物理B ›› 2001, Vol. 10 ›› Issue (5): 390-394.doi: 10.1088/1009-1963/10/5/305

• GENERAL • 上一篇    下一篇

MULTISTAGE ADAPTIVE HIGHER-ORDER NONLINEAR FINITE IMPULSE RESPONSE FILTERS FOR CHAOTIC TIME SERIES PREDICTIONS

张家树, 肖先赐   

  1. Department of Electronic Engineering, University of Electronic Science and Technology of China, Chengdu 610054, China
  • 收稿日期:2000-07-26 修回日期:2000-12-30 出版日期:2005-06-12 发布日期:2005-06-12
  • 基金资助:
    Project supported by the National Defense Foundation of China (Grant No. 98JS05.4.1.DZ0205).

MULTISTAGE ADAPTIVE HIGHER-ORDER NONLINEAR FINITE IMPULSE RESPONSE FILTERS FOR CHAOTIC TIME SERIES PREDICTIONS

Zhang Jia-shu (张家树), Xiao Xian-ci (肖先赐)   

  1. Department of Electronic Engineering, University of Electronic Science and Technology of China, Chengdu 610054, China
  • Received:2000-07-26 Revised:2000-12-30 Online:2005-06-12 Published:2005-06-12
  • Supported by:
    Project supported by the National Defense Foundation of China (Grant No. 98JS05.4.1.DZ0205).

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摘要： A multistage adaptive higher-order nonlinear finite impulse response (MAHONFIR) filter is proposed to predict chaotic time series. Using this approach, we may readily derive the decoupled parallel algorithm for the adaptation of the coefficients of the MAHONFIR filter, to guarantee a more rapid convergence of the adaptive weights to their optimal values. Numerical simulation results show that the MAHONFIR filters proposed here illustrate a very good performance for making an adaptive prediction of chaotic time series.

Abstract: A multistage adaptive higher-order nonlinear finite impulse response (MAHONFIR) filter is proposed to predict chaotic time series. Using this approach, we may readily derive the decoupled parallel algorithm for the adaptation of the coefficients of the MAHONFIR filter, to guarantee a more rapid convergence of the adaptive weights to their optimal values. Numerical simulation results show that the MAHONFIR filters proposed here illustrate a very good performance for making an adaptive prediction of chaotic time series.

Key words: chaotic time series, adaptive higher-order nonlinear finite impulse response filters

中图分类号:  (Time series analysis)

  • 05.45.Tp
05.45.Pq (Numerical simulations of chaotic systems)