Linear Filters and Non-Linear Systems
线性滤波器与非线性系统
SUMMARY It has been asserted in the literature that the low pass filtering of time series data may lead to erroneous results when calculating attractor dimensions. Here we prove that finite order, non-recursive filters do not have this effect. In fact, a generic, finite order, non-recursive filter leaves invariant all the quantities that can be estimated by using embedding techniques such as the method of delays.