Kalman Filtering of Strange Attractors

نویسندگان

  • Oscar De Feo
  • Thomas Schimming
چکیده

In this paper the use of tools from optimal control theory, namely the Kalman filter, is introduced for chaotic Lur’e systems to replace the widely used error feedback synchronization. This allows to take into account observation noise on the strange attractor to be filtered. We show that the filtering performance is superior to that of synchronization, in particular if the noise level is non-negligible.

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تاریخ انتشار 2000