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ABSTRACT Processing chaotic signals is a complicated task due to their nonlinear and non-periodical
properties. Conventional linear filters do not allow to properly denoise signals generated by chaotic
systems, distorting the carrier while removing the noise, which is critical for such applications as coherent
chaotic communications. In this paper, we propose a novel denoising algorithm, called Ensemble Intrinsic
Time-Scale Decomposition (EITD) using specific chaotic noise generators. We may use specific chaotic
noise generators in the known Ensemble Empirical Mode Decomposition (EEMD), as we also show.
Considering the examples of Rössler and Lorenz systems as chaotic waveforms generators, we compare
the developed algorithm modifications with other filtration algorithms using ITD and EMD. We use the
root-mean-square error (RMSE) as a metric to estimate the denoising quality. Signal-to-noise ratio (SNR)
range −10 . . . 20 dB is examined, and white, pink and chaotic noise generators are utilized to disturb signals
under study. As a result, we explicitly show that the developed approach provides the error 2-10 times less
in the case of white and pink noise, and is capable of denoising chaotic signals in case of all the considered
types of noises, in contrast to Conventional and Iterative ITD and EMD algorithms.
INDEX TERMS Chaotic signals, digital signal processing, empirical mode decomposition, intrinsic time-
scale decomposition, denoising, non-linear filtering.
This work is licensed under a Creative Commons Attribution 4.0 License. For more information, see https://creativecommons.org/licenses/by/4.0/
VOLUME 10, 2022 115767
A. Voznesensky et al.: Denoising Chaotic Signals Using Ensemble Intrinsic Time-Scale Decomposition
III. DENOISING SIGNALS USING ITD the need to know whether a particular mode contains useful
Based on the solutions for filtering signals from noise using information or is noise. Thus, the procedures for checking the
EMD [13], [14], [15], [16] (Ensemble EMD – EEMD [17], significance of EM were developed on the basis of statistical
Conventional EMD – CEMD [18], [21] and Iterative EMD analysis of EM obtained as a result of the decomposition
– IEMD [18]), the research team developed new algorithms of signals consisting of white Gaussian noise. The concept
for filtering signals from noise Ensemble ITD – EITD, underlying the above significance verification procedure is
Conventional ITD – CITD and Iterative ITD – IITD [19]. quite simple and at the same time convincing. If the energy
Below we will give a brief mathematical description of them. of EM noise is known, then in reality, if the signal contains
A thorough comparison with other methodologies, including both useful information and noise, a significant discrepancy
wavelet analysis, was given in [22]. between the energy of EM noise and the energy of the cor-
responding EM mixture of noise and useful signal indicates
A. ENSEMBLE ITD (EITD) the presence of useful information. In the noise reduction
Idea. The algorithm consists in sifting an ensemble of signals problem, this causes the signal to be restored using only those
with the addition of additive white Gaussian noise. The aver- EM that contain useful information and discarding those EM
age value for the ensemble of implementations of each EM is that carry mainly noise (modes that share the same amount of
considered a solution. Since EITD is a TFE analysis method, energy with the corresponding case only for noise).
the added white noise is averaged with a sufficient number of In practice, pure noise is never available for applying
implementations; the only constant part that withstands the ITD and estimating EM energies, so the usefulness of the
averaging process is the true useful signal. With the help of abovementioned method depends on whether it is possible to
an ensemble mean, it is possible to naturally divide the scales estimate the energy of pure noise modes directly based on
without any a priori choice of a subjective criterion. This new the actual noisy signal. The latter usually takes place due to
approach takes full advantage of the statistical characteristics the characteristic feature of ITD. In addition to the first purely
of white noise to distort the signal in its true neighborhood noise EM, the power spectra of other EM exhibits self-similar
of the solution and to cancel it after completing the task. characteristics similar to those that manifest themselves in
EITD is a significant improvement over the original ITD and any structure of the dyadic filter bank. As a result, the EM
is a method of data analysis using noise: noise-assisted data energies Ep should decrease linearly on a semi-logarithmic
analysis (NADA). diagram, for example, log2 Ep relative to p. It also turns out
that the first EM carries a large amount of energy.
Algorithm We will consider white Gaussian noise.
1) Adding a noise implementation ηi (t) to the original Algorithm
signal x(t):
1) The algorithm is based on the assumption that the
zi (t) = x(t) + ηi (t) (6) energy of ‘‘purely noise’’ EM decreases according to
2) Signal zi (t) decomposition using the ITD algorithm. the law:
3) Repeating steps 1 and 2 for i = 1, 2, . . . , NE and Ê1
obtaining EM sets {cpi }; p = 1 . . . M ; i = 1 . . . NE; Êp = 2.01−p , p = 2, 3, 4, . . . (9)
0.719
p – mode number; M – number of modes; i – noise
implementation number; NE – number of noise imple- Here: p – EM number; Êp – EM energy.
mentations. 2) The denoised signal can be written in the following
White, pink, Rössler, and Lorenz noise are proposed in form:
this algorithm modification. M
X
4) EM averaging: x̃(t) = cp|Ep >Êp (t) + r(t) (10)
NE p=1
1 X
c̄p (t) = cpi (t) (7) I.e., only those EM whose energy exceeds (due to the
NE
i=1 presence of a useful signal) the energy of ‘‘purely noise’’ EM
5) Signal denoising: are summed up.
M
X C. ITERATIVE ITD (IITD)
x̃(t) = c̄p (t) + r(t) (8)
The direct application of threshold processing of EM values
p=K
like noise reduction using wavelet coefficients is impossible
1 ≤ K < M – filter order. and can have disastrous consequences in terms of the continu-
ity of the restored signal. This arises as a result of the special
B. CONVENTIONAL ITD (CITD) attributes possessed by EM, namely, they resemble a sinusoid
The main idea of the method is as follows. Initially, the with AM/FM modulation with a zero mean value. As a result,
attempt to use ITD as a noise reduction tool arose from this ensures that even in the absence of noise, in any interval
B. NOISE GENERATORS
In this paper, we consider the following noise generators:
1) Gaussian white noise;
2) Pink noise;
3) Rössler system;
4) Lorenz system.
The noise generator based on the Rössler system has the
following set of parameters a = 0.1, b = 0.1, c = 14. Since
we are considering an interfering signal, it should be very
FIGURE 2. QRMA for Rössler system with different sets of parameters.
different from the filtered signal by some criterion. As such The first parameter set is for filtered signal, and the second parameter set
an estimate, we can apply the quantitative return map analysis is for noise signal.
(QRMA) proposed in [26].
Simulation parameters are as follows: integration step h = Results by CEMD are much more inaccurate, but still an
0.01, simulation time T = 1000 sec. According to this original waveform is recognizable. Other algorithms – IEMD,
criterion, the signal of the Rössler system with parameters CITD, IITD – show low performance and are practically
a = 0.1, b = 0.1, c = 14 differs by 100% from the denoised inapplicable for the task.
signal (see Figure 2). Analysis of the algorithms’ performance at different SNR
The noise generator based on the Lorentz system has the levels is presented in Figures 5 and 6. In the case of white
parameters indicated in 18. and pink noise EEMD and EITD both show the best accuracy,
Again, these types of oscillators were chosen because 2-10 times better than other considered algorithms, with the
of their prevalence in the field of chaotic communica- exponential decay of error as SNR linearly increases. In the
tion. The admixture of a chaotic oscillator as noise to case of Rössler noise generator, all algorithms except ensem-
the signal of another chaotic oscillator can be consid- ble ones (EEMD and EITD) show an inability to appropri-
ered crosstalk, which is relevant for the open transmission ately perform the denoising task. In the case of the Lorenz
of chaotic messages through media in radio or acoustic noise generator, iterative algorithms (IITD and IEMD) pro-
communications. vide insufficient results, other methods are approximately
equal. According to the results, we may range the methods
V. EXPERIMENTAL RESULTS in the following order:
Experimental results are presented in the figures below.
Figure 3 shows the signal of Rössler system state vari- 1) EITD: most accurate and fast;
able X and its admixture with different noise generators: 2) EEMD: also accurate, but computationally less effi-
white noise, pink noise, another Rössler chaotic generator, cient [19];
and Lorenz chaotic generator. All noises were normalized to 3) CITD: shows the second denoising accuracy;
achieve the same SNR -10 dB. 4) CEMD, IITD, IEMD: less accurate or even inapplica-
Figure 4 illustrates the performance of the denoising algo- ble in most cases.
rithms based on EMD and ITD. The Lorenz chaotic signal is The same performance test was conducted for the Lorenz
considered as an example at SNR = −10 dB and white noise system. The list above is generally applicable to the achieved
as a disturbance. The black line shows the original chaotic results.
waveform. One may see that EEMD and EITD restore the Note that root-mean-square error (RMSE) between origi-
signal most accurately, with slight high-frequency noise left. nal and denoised signal is given in Figures in absolute values.
FIGURE 4. Example of denoising algorithms performance for white noise case. Here x(t ) is state variable X of the Lorenz system and z(t ) is
state variable X with white noise (−10dB case).
There is an important remark that all algorithms based work, but with another set of parameters, one could probably
on EMD and ITD have many parameters, but in this paper, achieve better results for outsider methods. However, this
their variants with default parameter values (see [19]) are does not diminish the positive qualities of the developed
considered. Parameter optimization was not the aim of this algorithm, which works well with default parameters.
DENIS BUTUSOV (Member, IEEE) is currently TIMUR KARIMOV received the Ph.D. degree,
a Professor in computer-aided engineering with in 2018. He is currently an Associate Professor
Saint Petersburg Electrotechnical University, in computer-aided engineering at St. Petersburg
Russia, where he is also the Head of the Youth Electrotechnical University, Russia, where he is
Research Institute. He has published extensively in also a Researcher with the Youth Research Insti-
nonlinear systems simulation, specifically numer- tute. He has published in chaos-based commu-
ical methods, geometrical integration, memris- nication systems, nonlinear systems simulation,
tive circuits, discrete chaotic maps, and a wide nonlinear systems identification, numerical inte-
variety of applications, including chaotic sensors, gration methods, and other related topics. He and
nonlinear systems identification, power systems, his collaborators have extensive contributions to
and chaos-based cryptography. He and his collaborators are the authors of sensors based on chaotic oscillators.
the controllable symmetry concept in numerical simulations of nonlinear
systems. He has been an IEEE Member (IEEE Council on Electronic Design
Automation), since 2014. He serves as an Associate Editor for the Journal
of Control, Automation and Electrical Systems.