| Article ID: | iaor19962236 |
| Country: | United States |
| Volume: | 43 |
| Issue: | 8 |
| Start Page Number: | 2013 |
| End Page Number: | 2016 |
| Publication Date: | Aug 1995 |
| Journal: | IEEE Transactions on Signal Processing |
| Authors: | Kay S., Nagesha V. |
A dynamic programming algorithm and a suboptimal but computationally efficient method for estimation of a chaotic signal in white Gaussian noise are proposed. The nonlinear map is assumed known so that only the initial condition need be estimated. Computer simulations confirm that both approaches produce efficient estimates at high signal-to-noise ratios.