Signal Modelling using piecewise linear chaotic generators

In this paper the modeling of a signal by a chaotic generator with respect to a specified signal statistic will be considered. To accomplish that, the considered class of n-dimensional piecewise linear Markov generators will first be analyzed analytically, yielding an algebraic expression for the statistical quantity in question. Based on this analytical result an optimal set of parameters minimizing the modeling error with respect to the considered statistical quantity will be calculated.