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

the correlation dimension

Effect of filtering in dynamic system parameters estimation

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.