| 相空间重构参数选择方法的研究 |
| |
| 引用本文： | 谢忠玉,张立.相空间重构参数选择方法的研究[J].中国科技信息,2009(16):42-43,62. |
| |
| 作者姓名： | 谢忠玉 张立 |
| |
| 作者单位： | 1. 哈尔滨工程大学自动化学院,150001;黑龙江工程学院电子工程系,150050
2. 黑龙江工程学院电子工程系,150050 |
| |
| 摘 要： | 基于目前相空间重构中常用的参数选择方法,提出了一种新的相空间重构的联合算法,联合算法以时间窗口法和互信息法为基础,在综合考虑嵌入窗宽的基础上,可同时确定嵌入延迟和嵌入维数.仿真实验表明,用该算法计算Lorenz混沌时间序列关联维相对误差由传统算法的0.83%降低到0.44%,有效地提高了计算相空间重构中不变量的精度.
|
| 关 键 词： | 相空间重构 混沌时间序列 嵌入维 延迟时间 |
Selection of Embedding Parameters in Phase Space Reconstruction |
| |
| Xie Zhongyu,Zhang Li.Selection of Embedding Parameters in Phase Space Reconstruction[J].CHINA SCIENCE AND TECHNOLOGY INFORMATION,2009(16):42-43,62. |
| |
| Authors: | Xie Zhongyu Zhang Li |
| |
| Abstract: | A Joint algorithm is proposed for computing embedding dimension and delay thme in phase space reconstruction. This algorithm based on delay time window method and mutual information method takes delay time window length into consideration, the delay time and embedding dimension can be obtained simultaneity, in simulation. The simulated experimental results indicate that the relative error of the correlation dimension of Lorenz chaotic time series is decreased from 0.83% by the conventional algorithm to 0.44% by using this algorithm. The accuracy of invariants in phase space reconstruction is greatly improved. |
| |
| Keywords: | phase space reconstruction chaotic time series embedding dimension delay time |
| 本文献已被 维普 万方数据 等数据库收录！ |
|
