Andrew M. Fraser, Phys Rev E, May 1996
Note: The figures (Figure 5 in particular) in the published version reflected a software error. The error was corrected in preparing the versions here.
Also, I had planned to distribute the source code so that by simply typing "make" on a gnu/linux system one would build the software, run the simulations, and produce the paper. I have not yet made up such a distribution package.
Here is the latex source for the abstract:
\begin{abstract} I report on numerical experiments in which a detector reliably found chaotic signals at signal to noise ratios as low as -15dB. The detector was based on a variant of the hidden Markov models used in speech research. The task was particularly difficult because the Fourier power spectrum of the noise was constructed to match the spectrum of the signal. I review likelihood ratio detectors, limitations on the performance of linear models implied by the broad Fourier power spectra of chaotic signals, and the upper limit that the {\em KS entropy} of a chaotic system places on the expected log likelihood attainable by any model. I find that KS entropy estimates indicate that even better detection performance is possible. \end{abstract}
Here is the bibtex source for a citation:
@Article{Fraser96pra, author = {A. Fraser}, title = {Chaos and Detection}, journal = {Phys. Rev. E}, year = {1996}, volume = {53}, number = {5}, month = {May}, pages = {4514-4523} }