ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)

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Cherepantsev A. S. Effect of filtering in dynamic system parameters estimation. Izvestiya VUZ. Applied Nonlinear Dynamics, 2012, vol. 20, iss. 6, pp. 47-55. DOI: 10.18500/0869-6632-2012-20-6-47-55

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Effect of filtering in dynamic system parameters estimation

Cherepantsev Aleksandr Sergeevich, Southern Federal University. Faculty of Natural Science and Humanities Education

A question on the distortion of the dynamic system parameters estimation using a time variation of the single component after exposing recursive filters with different order and with different cut-off frequency is analyzed. The Lorenz system is used as a test dynamic system for comparative evaluation of the correlation dimension and the dimension of the system state vector in the case of recursive filtering.

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