Selection of Embedding Parameters in Phase Space Reconstruction

摘要：

A joint algorithm is proposed for computing embedding dimension and delay time 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, by using the extremely simple noise reduction method, this algorithm has good results in phase space reconstruction from noisy signals. 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.

关键词： phase space reconstruction chaotic time series embedding dimension delay time

作者: Zhongyu Xie Kejun Wang

作者单位: College of automation Harbin Engineering University Harbin 150001, Heilongjiang Province, China Department of Electronic Engineering Heilongjiang Institute of Technology Harbin 150050, Heilongjian

会议类型: 国际会议

会议名称: 2009 Second International Conference on Intelligent Computation Technology and Automation(2009 第二届IEEE智能计算与自动化国际会议 ICICTA 2009)

会议地点: 长沙

会议语种:英文

页码: 3616-3619

在线出版日期: 2009-10-10（万方平台首次上网日期，不代表论文的发表时间）