Title :
An united algorithm for state space reconstruction
Author :
Zhang, Jing ; Fan, Yang-yu ; Li, Hui-min ; Sun, Hengyi ; Jia, Meng
Author_Institution :
Dept. of Electron. & Inf., Northwestern Poly-Tech. Univ., Xi´´An, China
Abstract :
Traditionally embedding parameters: embedding dimension m and delay time τ are determined separately in state space reconstruction of chaotic dynamical systems. While recently some researchers argued that delay time window τw = (m-1)τ should be determined first. In this paper we carry out a contrast test and come to a conclusion that m rather than τw is more crucial for the quality of reconstruction. And according to the different impact of these parameters we put forward an united algorithm of FNN (False Nearest Neighbors) and AD (Average Displacement) methods to select m and τ. Finally we apply our method to Rössler system and get satisfactory results.
Keywords :
algorithm theory; delays; nonlinear dynamical systems; FNN; Rossler system; average displacement method; chaotic dynamical system; embedding dimension; embedding parameter; false nearest neighbor; state space reconstruction; united algorithm; Chaos; Correlation; Delay; Estimation; Heuristic algorithms; Indexes; Nearest neighbor searches;
Conference_Titel :
Information Science and Technology (ICIST), 2011 International Conference on
Conference_Location :
Nanjing
Print_ISBN :
978-1-4244-9440-8
DOI :
10.1109/ICIST.2011.5765318