DocumentCode :
3510617
Title :
Local minimum redundancy representation of a system for estimating the number of its degrees of freedom
Author :
Michel, Olivier ; Flandrin, Patrick
Author_Institution :
Ecole Normale Superieure de Lyon, France
fYear :
1993
fDate :
1993
Firstpage :
341
Lastpage :
345
Abstract :
Fractional dimension estimation is an important tool for characterizing chaotic systems. However it has been shown that a fractional dimension estimate may lead to a misinterpretation of the nature of a system. The authors present some new results on the local intrinsic dimension (LID) approach, based on a local linear minimum redundancy representation of the system, and using higher order statistics (HOS). They recall the formulation of the LID approach, and put forward a new justification of the method for autonomous by ordinary differential equations (ODE) driven systems. They present some qualitative analysis of the LID method, and justify the need of introducing HOS for discriminating stochastic from deterministic processes, via the definition of the number of degrees of freedom (DOF) involved in the system. These ideas are illustrated and discussed through examples.
Keywords :
chaos; redundancy; signal processing; stochastic processes; DOF; HOS; chaotic systems; degrees of freedom; deterministic processes; higher order statistics; local intrinsic dimension; local linear minimum redundancy representation; ordinary differential equations; stochastic process; Autocorrelation; Chaos; Delay effects; Fractals; Higher order statistics; Noise generators; Signal generators; Stochastic processes; Stochastic resonance; Stochastic systems;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Higher-Order Statistics, 1993., IEEE Signal Processing Workshop on
Conference_Location :
South Lake Tahoe, CA, USA
Print_ISBN :
0-7803-1238-4
Type :
conf
DOI :
10.1109/HOST.1993.264539
Filename :
264539
Link To Document :
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