Improvements to local projective noise reduction through higher order and multiscale refinements

The broad spectrum characteristic of signals from nonlinear systems obstructs noise reduction techniques developed for linear systems. Local projection was developed to reduce noise while preserving nonlinear deterministic structures, and a second order refinement to local projection which was proposed ten years ago does so particularly effectively. It involves adjusting the origin of the projection subspace to better accommodate the geometry of the attractor. This paper describes an analytic motivation for the enhancement from which follows further higher order and multiple scale refinements. However, the established enhancement is frequently as or more effective than the new filters arising from solely geometric considerations. Investigation of the way that measurement errors reinforce or cancel throughout the refined local projection procedure explains the special efficacy of the existing enhancement, and leads to a new second order refinement offering widespread gains. Different local projective filters are found to be best suited to different noise levels. At low noise levels, the optimal order increases as noise increases. At intermediate levels second order tends to be optimal, while at high noise levels prototypical local projection is most effective. The new higher order filters perform better relative to established filters for longer signals or signals corresponding to higher dimensional attractors.