基于符号分析的极大联合熵延迟时间求取方法

本文通过符号分析法求取联合熵的极大值点, 进而得到相空间重构的最佳延迟时间, 通过对几个典型的混沌系统进行数值仿真试验, 结果表明, 该方法简化了计算, 提高了效率, 能够准确快速地获得最佳延迟时间, 从而有效地重构原系统的相空间, 为混沌信号识别提供一种快速有效的途径. 关键词： 相空间重构 延迟时间 联合熵 符号分析

Delay time obtaining method using the maximum joint entroy on the basis of symbolic analysis

In this paper, the local maximum of joint entroy was computed using the symbolic analysis method so as to determine the appropriate delay time of the phase space reconstruction. The numerical experiments for three typical chaotic systems show that the present method could reduce computation, increase the efficiency, and also could obtain the optimum delay time accurately and rapidly. And it could reconstruct the original phase space from the time series effectively. Thus it provides a fast and effective way to identify the chaotic signal.
Keywords： phase space reconstruction delay time joint entroy symbolic analysis