Abstract

Noise reduction in time series of multidimensional non-stationary chaotic systems is done in several steps. This is followed by determination of time delay and embedding dimension and then Lyapunov exponent. Correlation dimension is determined from embedding dimension and time delay. After knowing correlation dimension and Lyapunov exponent the underlying process dynamics can be better understood. A non-stationary time series of a chaotic system of a high temperature thermal and chemical reaction system pertaining to rotary sponge iron kiln operating between 800-1250 °C is considered in the present work. Effect of using moving average, moving median, Kalman Filter, and nonlinear polynomial filters are demonstrated. Efficacy of different methods of noise reduction is compared. The impact of noise reduction on process improvement is demonstrated.

Keywords:Noise reduction; Time series; Chaos; Filter; Sponge iron