DocumentCode
295097
Title
Statistical properties of one-dimensional chaotic signals
Author
Isabelle, Steven H. ; Wornell, Gregory W.
Author_Institution
Res. Lab. of Electron., MIT, Cambridge, MA, USA
Volume
2
fYear
1995
fDate
9-12 May 1995
Firstpage
1352
Abstract
Signals arising out of nonlinear dynamical systems are compelling models for a wide range of phenomena. We develop several properties of signals obtained from Markov maps, an important family of such systems, and present analytical techniques for computing their statistics. Among other results, we demonstrate that all Markov maps produce signals with rational spectra, and can therefore be viewed as “chaotic ARMA processes”. Finally, we demonstrate how Markov maps can approximate to arbitrary precision any of a broad class of chaotic maps and their statistics
Keywords
Markov processes; autoregressive moving average processes; chaos; nonlinear dynamical systems; signal processing; statistical analysis; Markov maps; chaotic ARMA processes; nonlinear dynamical systems; one-dimensional chaotic signals; rational spectra; statistical properties; statistics; Chaos; Higher order statistics; Laboratories; Nonlinear dynamical systems; Power generation; Power system modeling; Signal analysis; Signal generators; Statistical analysis; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on
Conference_Location
Detroit, MI
ISSN
1520-6149
Print_ISBN
0-7803-2431-5
Type
conf
DOI
10.1109/ICASSP.1995.480491
Filename
480491
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