Chaos Time Series Analysis Based on Local Wave Decomposition
Haiyong Zhang · Jisuanji fangzhen · 2007
The instantaneous frequency of chaos time series was analyzed by using Hilbert Spectrum, which revealed the intrinsic time-frequency characteristics of chaotic signals. To solve the de-noising problem, the Local Wave Decomposition (LWD) method was adopted because of its adaptive filter characteristic by taking Lorenz equation as an example. The simulation result shows the LWD is more suitable for extracting chaotic signal by comparing with wavelet.